+82.2%
JEPQ vs CPRT
+11.5%
+70.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +3.4% | -0.4% | +3.8% | +3.5% |
| 30D | -5.6% | +21.2% | -26.8% | -10.4% |
| 3M | -4.2% | +8.3% | -12.5% | -6.8% |
| 6M | -0.2% | -3.4% | +3.2% | 0.0% |
| YTD | +6.7% | -18.7% | +25.4% | +13.3% |
| 1Y | +9.5% | -23.5% | +33.0% | +19.0% |
| 3Y | +60.5% | -34.2% | +94.7% | +79.5% |
| All | +82.2% | +11.5% | +70.7% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling