+90.4%
JEPQ vs CPRT
+14.2%
+76.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.9% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +1.3% | +9.9% | -8.6% | -1.7% |
| 3M | +3.8% | +5.6% | -1.8% | +1.4% |
| 6M | +12.2% | -13.6% | +25.8% | +17.4% |
| YTD | +11.6% | -16.7% | +28.3% | +17.9% |
| 1Y | +19.9% | -33.1% | +53.0% | +38.0% |
| 3Y | +71.9% | -27.1% | +99.0% | +83.4% |
| All | +90.4% | +14.2% | +76.3% | +55.8% |
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