+80.2%
JEPQ vs CSGP
-50.6%
+130.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +1.0% | +2.9% |
| 7D | -0.2% | -1.8% | +1.6% | 0.0% |
| 30D | -8.2% | +5.3% | -13.5% | -9.4% |
| 3M | -4.1% | +3.3% | -7.4% | -5.5% |
| 6M | -0.8% | -4.7% | +3.9% | -1.2% |
| YTD | +5.5% | -53.5% | +59.1% | +22.5% |
| 1Y | +8.4% | -53.7% | +62.1% | +25.7% |
| 3Y | +60.9% | -59.7% | +120.6% | +87.8% |
| All | +80.2% | -50.6% | +130.8% | +92.0% |
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