+90.2%
JEPQ vs CRS
+1,173.3%
-1,083.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | +1.3% | -18.1% | +19.4% | +4.9% |
| 3M | +4.7% | -12.4% | +17.1% | +6.9% |
| 6M | +10.6% | +15.9% | -5.3% | +6.9% |
| YTD | +11.4% | +45.8% | -34.4% | +3.0% |
| 1Y | +19.4% | +87.8% | -68.3% | +4.4% |
| 3Y | +71.7% | +648.7% | -577.0% | +11.9% |
| All | +90.2% | +1,173.3% | -1,083.1% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling