+90.4%
JEPQ vs CSGP
-52.1%
+142.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | +1.4% | -5.1% | +6.6% | +2.3% |
| 30D | +1.3% | +0.3% | +1.0% | +1.0% |
| 3M | +3.8% | -9.1% | +13.0% | +5.1% |
| 6M | +12.2% | -37.3% | +49.5% | +22.7% |
| YTD | +11.6% | -54.9% | +66.4% | +30.9% |
| 1Y | +19.9% | -65.5% | +85.4% | +50.6% |
| 3Y | +71.9% | -63.3% | +135.2% | +106.7% |
| All | +90.4% | -52.1% | +142.5% | +105.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling