+8.4%
JEPQ vs CPNG
-45.7%
+54.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.0% | -11.0% | -0.3% |
| 7D | -4.9% | +20.8% | -25.7% | -6.9% |
| 30D | -6.7% | +20.1% | -26.7% | -8.6% |
| 3M | -3.0% | +1.6% | -4.6% | -3.3% |
| 6M | +1.4% | -15.8% | +17.2% | +2.6% |
| YTD | +6.5% | -27.7% | +34.2% | +9.3% |
| 1Y | +8.4% | -46.9% | +55.3% | +19.3% |
| All | +8.4% | -45.7% | +54.1% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling