-10.8%
CTSH vs JEPQ
+21.4%
-32.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.5% |
| 7D | -2.7% | +0.7% | -3.4% | -2.6% |
| 30D | +12.4% | +2.0% | +10.4% | +12.8% |
| 3M | +17.4% | +2.0% | +15.4% | +19.5% |
| 6M | -3.1% | +10.4% | -13.5% | -4.4% |
| YTD | -23.6% | +11.6% | -35.2% | -24.7% |
| 1Y | -10.8% | +20.7% | -31.5% | -16.6% |
| All | -10.8% | +21.4% | -32.2% | -16.6% |
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 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