+84.1%
JEPQ vs CSGP
-52.4%
+136.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +5.7% | -6.1% | +11.8% | +6.6% |
| 30D | -5.9% | +0.3% | -6.2% | -6.5% |
| 3M | -2.5% | -1.3% | -1.2% | -3.2% |
| 6M | +1.3% | -8.9% | +10.2% | +1.5% |
| YTD | +7.8% | -55.2% | +63.1% | +25.8% |
| 1Y | +8.8% | -56.4% | +65.1% | +27.6% |
| 3Y | +62.3% | -62.2% | +124.5% | +92.0% |
| All | +84.1% | -52.4% | +136.5% | +97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling