+84.6%
JEPQ vs CPRT
+12.7%
+71.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -0.3% | -1.4% | +1.1% | 0.0% |
| 30D | -5.7% | +21.5% | -27.2% | -10.5% |
| 3M | -1.6% | +9.4% | -11.1% | -4.6% |
| 6M | +1.4% | -3.3% | +4.7% | +1.7% |
| YTD | +8.1% | -17.8% | +26.0% | +14.5% |
| 1Y | +9.1% | -22.2% | +31.3% | +17.9% |
| 3Y | +62.7% | -34.0% | +96.7% | +82.2% |
| All | +84.6% | +12.7% | +71.9% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling