-2.7%
CEG vs JEPQ
+21.4%
-24.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.5% |
| 7D | +8.0% | +0.7% | +7.3% | +7.2% |
| 30D | +12.9% | +2.0% | +11.0% | +10.5% |
| 3M | +13.2% | +2.0% | +11.2% | +10.7% |
| 6M | -7.0% | +10.4% | -17.4% | -16.7% |
| YTD | -15.0% | +11.6% | -26.6% | -25.6% |
| 1Y | -2.7% | +20.7% | -23.4% | -34.5% |
| All | -2.7% | +21.4% | -24.1% | -34.5% |
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 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