-10.0%
CEG vs JEPQ
+19.0%
-28.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.4% |
| 7D | -4.8% | -0.2% | -4.6% | -4.6% |
| 30D | +2.3% | +0.8% | +1.6% | +1.5% |
| 3M | +15.6% | +4.0% | +11.6% | +9.9% |
| 6M | -5.0% | +10.4% | -15.4% | -15.1% |
| YTD | -19.0% | +11.4% | -30.5% | -29.0% |
| 1Y | -10.0% | +18.9% | -28.9% | -37.8% |
| All | -10.0% | +19.0% | -28.9% | -37.8% |
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 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