+428.3%
CDE vs JEPQ
+94.0%
+334.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | -0.1% |
| 7D | -3.1% | -0.2% | -3.0% | -2.8% |
| 30D | +9.5% | +0.8% | +8.7% | +8.3% |
| 3M | +25.5% | +4.0% | +21.5% | +19.0% |
| 6M | -7.9% | +10.4% | -18.3% | -19.0% |
| YTD | +15.6% | +11.4% | +4.1% | +0.9% |
| 1Y | +34.0% | +18.9% | +15.1% | +7.1% |
| 3Y | +791.9% | +70.3% | +721.6% | +342.8% |
| All | +428.3% | +94.0% | +334.3% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 all: compounded portfolio wealth divided by compounded JEPQ 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…
all analysis · Full analysis span regression · 6 months rolling