+70.3%
JEPQ vs CPAY
+49.1%
+21.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.2% | -2.0% | +1.8% | +0.2% |
| 30D | +0.8% | -0.4% | +1.1% | +0.8% |
| 3M | +4.0% | +16.4% | -12.4% | +0.4% |
| 6M | +10.4% | +23.5% | -13.1% | +4.9% |
| YTD | +11.4% | +35.7% | -24.2% | +2.7% |
| 1Y | +18.9% | +30.2% | -11.3% | +10.7% |
| 3Y | +70.3% | +49.7% | +20.6% | +53.3% |
| All | +70.3% | +49.1% | +21.2% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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