+508.4%
CIEN vs JEPQ
+94.0%
+414.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +3.1% |
| 7D | +8.9% | -0.2% | +9.0% | +9.2% |
| 30D | -19.1% | +0.8% | -19.9% | -20.0% |
| 3M | -21.5% | +4.0% | -25.5% | -25.3% |
| 6M | +2.8% | +10.4% | -7.6% | -10.2% |
| YTD | +49.5% | +11.4% | +38.0% | +29.5% |
| 1Y | +163.8% | +18.9% | +144.9% | +110.2% |
| 3Y | +615.8% | +70.3% | +545.5% | +281.9% |
| All | +508.4% | +94.0% | +414.4% | +184.6% |
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