+48.9%
CIEN vs JEPQ
+8.1%
+40.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.9% | -10.2% | -11.8% |
| 7D | -25.0% | -4.9% | -20.1% | -13.4% |
| 30D | -30.1% | -6.7% | -23.5% | -14.0% |
| 3M | -33.8% | -3.0% | -30.8% | -25.9% |
| 6M | -49.4% | +1.4% | -50.8% | -49.0% |
| YTD | +16.4% | +6.5% | +10.0% | +4.6% |
| 1Y | +48.9% | +8.4% | +40.5% | +28.9% |
| All | +48.9% | +8.1% | +40.7% | +28.9% |
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