+10.0%
CVS vs JEPQ
+92.4%
-82.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | +1.9% | +0.6% | +1.4% | +1.7% |
| 3M | -2.2% | +5.8% | -8.0% | -4.2% |
| 6M | +26.7% | +9.7% | +17.1% | +22.5% |
| YTD | +22.9% | +10.5% | +12.3% | +18.3% |
| 1Y | +32.9% | +18.4% | +14.5% | +24.7% |
| 3Y | +62.3% | +70.3% | -8.0% | +28.5% |
| All | +10.0% | +92.4% | -82.4% | -18.5% |
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