+84.1%
JEPQ vs CP
+34.5%
+49.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.5% |
| 7D | +5.7% | +0.9% | +4.8% | +5.4% |
| 30D | -5.9% | +10.3% | -16.3% | -8.8% |
| 3M | -2.5% | +2.3% | -4.8% | -3.3% |
| 6M | +1.3% | +10.7% | -9.5% | -2.5% |
| YTD | +7.8% | +29.3% | -21.5% | -2.1% |
| 1Y | +8.8% | +31.5% | -22.7% | -1.9% |
| 3Y | +62.3% | +36.7% | +25.5% | +39.9% |
| All | +84.1% | +34.5% | +49.6% | +57.9% |
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