+479.7%
CVNA vs JEPQ
+94.0%
+385.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -3.8% |
| 7D | -7.3% | -0.2% | -7.1% | -6.9% |
| 30D | -4.6% | +0.8% | -5.4% | -6.6% |
| 3M | +2.0% | +4.0% | -2.0% | -10.0% |
| 6M | +11.7% | +10.4% | +1.3% | -17.7% |
| YTD | -18.1% | +11.4% | -29.5% | -41.3% |
| 1Y | -2.4% | +18.9% | -21.3% | -41.8% |
| 3Y | +580.6% | +70.3% | +510.3% | +23.6% |
| All | +479.7% | +94.0% | +385.7% | -8.4% |
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 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