+71.9%
JEPQ vs CP
+20.4%
+51.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +1.4% | +2.4% | -1.0% | +0.9% |
| 30D | +1.3% | -0.5% | +1.9% | +1.4% |
| 3M | +3.8% | +1.4% | +2.4% | +3.3% |
| 6M | +12.2% | +10.3% | +1.9% | +8.9% |
| YTD | +11.6% | +24.3% | -12.7% | +4.6% |
| 1Y | +19.9% | +20.4% | -0.6% | +13.3% |
| 3Y | +71.9% | +21.8% | +50.1% | +60.7% |
| All | +71.9% | +20.4% | +51.5% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling