+90.2%
JEPQ vs CRS
+1,130.9%
-1,040.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -0.2% | -6.8% | +6.6% | +1.1% |
| 30D | +0.8% | -16.1% | +16.9% | +3.9% |
| 3M | +4.0% | -21.2% | +25.1% | +8.2% |
| 6M | +10.4% | +8.7% | +1.7% | +7.9% |
| YTD | +11.4% | +41.0% | -29.5% | +3.6% |
| 1Y | +18.9% | +82.7% | -63.8% | +4.5% |
| 3Y | +70.3% | +604.8% | -534.5% | +12.4% |
| All | +90.2% | +1,130.9% | -1,040.7% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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