+90.2%
JEPQ vs CRL
+5.0%
+85.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +1.1% | -4.6% | +5.7% | +1.8% |
| 30D | +1.3% | +0.5% | +0.8% | +1.2% |
| 3M | +4.7% | +46.6% | -41.9% | -2.0% |
| 6M | +10.6% | +57.3% | -46.7% | +1.7% |
| YTD | +11.4% | +39.5% | -28.1% | +4.3% |
| 1Y | +19.4% | +76.9% | -57.4% | +6.7% |
| 3Y | +71.7% | +39.4% | +32.3% | +54.1% |
| All | +90.2% | +5.0% | +85.2% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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