+8.4%
JEPQ vs CSGP
-53.2%
+61.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +1.1% |
| 7D | -4.9% | +18.3% | -23.2% | -4.1% |
| 30D | -6.7% | +17.8% | -24.5% | -6.0% |
| 3M | -3.0% | +9.3% | -12.3% | -2.4% |
| 6M | +1.4% | -7.9% | +9.3% | +2.7% |
| YTD | +6.5% | -51.5% | +58.0% | +12.4% |
| 1Y | +8.4% | -53.3% | +61.7% | +15.5% |
| All | +8.4% | -53.2% | +61.6% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling