+401.0%
CEG vs JEPQ
+94.2%
+306.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | +6.7% | +1.4% | +5.2% | +4.8% |
| 30D | +11.0% | +1.3% | +9.6% | +9.1% |
| 3M | +19.5% | +3.8% | +15.6% | +13.4% |
| 6M | -5.9% | +12.2% | -18.0% | -19.4% |
| YTD | -15.0% | +11.6% | -26.5% | -26.6% |
| 1Y | +0.6% | +19.9% | -19.2% | -20.4% |
| 3Y | +180.6% | +71.9% | +108.7% | +58.8% |
| All | +401.0% | +94.2% | +306.7% | +159.5% |
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