+74.5%
JEPQ vs CSGP
-51.7%
+126.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.7% | +5.9% | +1.8% |
| 7D | -5.6% | +1.3% | -6.9% | -5.8% |
| 30D | -11.3% | +10.7% | -22.0% | -13.3% |
| 3M | -6.5% | +3.3% | -9.8% | -7.9% |
| 6M | -3.6% | -10.3% | +6.8% | -3.0% |
| YTD | +2.2% | -54.6% | +56.8% | +19.0% |
| 1Y | +4.8% | -54.6% | +59.4% | +21.8% |
| 3Y | +56.3% | -60.3% | +116.6% | +82.5% |
| All | +74.5% | -51.7% | +126.3% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling