+377.0%
CEG vs JEPQ
+94.0%
+283.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.5% |
| 7D | -4.8% | -0.2% | -4.6% | -4.6% |
| 30D | +2.3% | +0.8% | +1.6% | +1.3% |
| 3M | +15.6% | +4.0% | +11.6% | +9.5% |
| 6M | -5.0% | +10.4% | -15.4% | -16.9% |
| YTD | -19.0% | +11.4% | -30.5% | -30.0% |
| 1Y | -10.0% | +18.9% | -28.9% | -28.0% |
| 3Y | +163.9% | +70.3% | +93.7% | +50.7% |
| All | +377.0% | +94.0% | +283.0% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling