+17.1%
CDNS vs JEPQ
+69.3%
-52.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +1.3% |
| 7D | -6.5% | -0.7% | -5.9% | -5.7% |
| 30D | -13.0% | +0.6% | -13.6% | -13.6% |
| 3M | -26.0% | +5.8% | -31.8% | -32.3% |
| 6M | -2.8% | +9.7% | -12.5% | -15.4% |
| YTD | -8.8% | +10.5% | -19.4% | -21.3% |
| 1Y | -15.8% | +18.4% | -34.2% | -34.6% |
| All | +17.1% | +69.3% | -52.2% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling