-18.4%
CDNS vs JEPQ
+19.0%
-37.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +0.5% |
| 7D | -1.1% | -0.2% | -1.0% | -0.9% |
| 30D | -10.4% | +0.8% | -11.2% | -11.3% |
| 3M | -24.6% | +4.0% | -28.6% | -28.4% |
| 6M | -1.6% | +10.4% | -12.0% | -13.3% |
| YTD | -7.4% | +11.4% | -18.9% | -19.1% |
| 1Y | -18.4% | +18.9% | -37.3% | -41.6% |
| All | -18.4% | +19.0% | -37.4% | -41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling