+18.9%
JEPQ vs CPRT
-38.3%
+57.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +0.7% |
| 7D | -0.2% | -11.2% | +11.0% | -0.5% |
| 30D | +0.8% | +3.3% | -2.5% | +1.1% |
| 3M | +4.0% | -3.6% | +7.5% | +4.4% |
| 6M | +10.4% | -15.8% | +26.1% | +11.7% |
| YTD | +11.4% | -23.5% | +34.9% | +13.4% |
| 1Y | +18.9% | -38.8% | +57.7% | +21.6% |
| All | +18.9% | -38.3% | +57.3% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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