+70.3%
JEPQ vs CPNG
-19.3%
+89.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.4% |
| 7D | -0.2% | -1.1% | +1.0% | 0.0% |
| 30D | +0.8% | -7.4% | +8.1% | +1.8% |
| 3M | +4.0% | -12.3% | +16.3% | +5.6% |
| 6M | +10.4% | -19.4% | +29.8% | +12.7% |
| YTD | +11.4% | -35.9% | +47.3% | +17.7% |
| 1Y | +18.9% | -53.4% | +72.3% | +32.4% |
| 3Y | +70.3% | -20.0% | +90.3% | +76.5% |
| All | +70.3% | -19.3% | +89.6% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling