+54.4%
CVS vs JEPQ
+70.7%
-16.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -0.1% | +0.8% | -0.8% | -0.2% |
| 3M | -5.2% | +4.0% | -9.2% | -6.0% |
| 6M | +26.9% | +10.4% | +16.5% | +24.0% |
| YTD | +22.1% | +11.4% | +10.6% | +18.9% |
| 1Y | +30.8% | +18.9% | +11.9% | +25.5% |
| 3Y | +54.4% | +70.3% | -15.9% | +33.7% |
| All | +54.4% | +70.7% | -16.3% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling