+62.2%
JEPQ vs CPRT
-34.0%
+96.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | +5.7% | -1.5% | +7.2% | +5.9% |
| 30D | -5.9% | +21.4% | -27.3% | -8.3% |
| 3M | -2.5% | +10.4% | -12.9% | -4.0% |
| 6M | +1.3% | -4.3% | +5.6% | +2.4% |
| YTD | +7.8% | -18.3% | +26.1% | +13.0% |
| 1Y | +8.8% | -22.5% | +31.2% | +15.6% |
| All | +62.2% | -34.0% | +96.2% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling