+47.3%
CVX vs JEPQ
+69.3%
-22.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +0.7% | -0.7% | +1.3% | +0.8% |
| 30D | +9.1% | +0.6% | +8.6% | +9.0% |
| 3M | +13.1% | +5.8% | +7.3% | +11.2% |
| 6M | +16.3% | +9.7% | +6.6% | +12.9% |
| YTD | +43.5% | +10.5% | +33.0% | +38.7% |
| 1Y | +40.2% | +18.4% | +21.8% | +31.2% |
| All | +47.3% | +69.3% | -22.0% | +27.7% |
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