-23.0%
CTSH vs JEPQ
+94.0%
-117.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.3% |
| 7D | -3.7% | -0.2% | -3.6% | -3.6% |
| 30D | +3.7% | +0.8% | +2.9% | +3.2% |
| 3M | +17.9% | +4.0% | +14.0% | +13.6% |
| 6M | -2.6% | +10.4% | -13.0% | -11.0% |
| YTD | -26.4% | +11.4% | -37.8% | -33.3% |
| 1Y | -13.0% | +18.9% | -31.9% | -25.5% |
| 3Y | -11.2% | +70.3% | -81.5% | -46.0% |
| All | -23.0% | +94.0% | -117.0% | -58.5% |
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 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