+90.5%
JEPQ vs CRL
+8.9%
+81.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +0.7% | -1.0% | +1.7% | +0.8% |
| 30D | +2.0% | +10.7% | -8.7% | +0.3% |
| 3M | +2.0% | +55.3% | -53.3% | -5.4% |
| 6M | +10.4% | +60.7% | -50.3% | +1.2% |
| YTD | +11.6% | +44.6% | -33.0% | +3.9% |
| 1Y | +20.7% | +77.7% | -57.0% | +7.9% |
| 3Y | +70.8% | +37.6% | +33.2% | +54.2% |
| All | +90.5% | +8.9% | +81.6% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling