+90.5%
JEPQ vs CP
+29.9%
+60.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.7% | -2.7% | +3.4% | +1.5% |
| 30D | +2.0% | +0.2% | +1.8% | +1.9% |
| 3M | +2.0% | +2.6% | -0.6% | +0.9% |
| 6M | +10.4% | +6.0% | +4.4% | +7.7% |
| YTD | +11.6% | +24.9% | -13.3% | +2.5% |
| 1Y | +20.7% | +20.1% | +0.6% | +12.3% |
| 3Y | +70.8% | +16.4% | +54.4% | +57.6% |
| All | +90.5% | +29.9% | +60.6% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling