+52.7%
CVX vs JEPQ
+94.0%
-41.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | +9.8% | +0.8% | +9.1% | +9.5% |
| 3M | +16.2% | +4.0% | +12.2% | +14.1% |
| 6M | +13.6% | +10.4% | +3.2% | +8.5% |
| YTD | +44.4% | +11.4% | +32.9% | +37.0% |
| 1Y | +40.6% | +18.9% | +21.7% | +28.8% |
| 3Y | +48.2% | +70.3% | -22.1% | +11.2% |
| All | +52.7% | +94.0% | -41.3% | +5.0% |
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