-25.1%
CTSH vs JEPQ
+92.4%
-117.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.7% |
| 7D | -9.8% | -0.7% | -9.1% | -9.4% |
| 30D | +0.1% | +0.6% | -0.4% | -0.3% |
| 3M | +13.2% | +5.8% | +7.4% | +7.4% |
| 6M | -6.2% | +9.7% | -15.9% | -13.9% |
| YTD | -28.5% | +10.5% | -39.0% | -34.8% |
| 1Y | -13.8% | +18.4% | -32.2% | -25.9% |
| 3Y | -13.7% | +70.3% | -84.0% | -47.7% |
| All | -25.1% | +92.4% | -117.6% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling