+79.7%
CDNS vs JEPQ
+94.0%
-14.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -7.2% | +1.1% | -8.3% | -8.6% |
| 30D | -14.3% | +1.3% | -15.6% | -15.8% |
| 3M | -27.2% | +4.7% | -31.9% | -32.1% |
| 6M | -4.5% | +10.6% | -15.1% | -17.5% |
| YTD | -9.0% | +11.4% | -20.4% | -21.8% |
| 1Y | -21.3% | +19.4% | -40.8% | -38.9% |
| 3Y | +19.6% | +71.7% | -52.1% | -43.1% |
| All | +79.7% | +94.0% | -14.3% | -23.5% |
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