+52.5%
CVX vs JEPQ
+94.0%
-41.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +1.0% | +1.1% | -0.1% | +0.6% |
| 30D | +10.7% | +1.3% | +9.3% | +10.1% |
| 3M | +15.5% | +4.7% | +10.8% | +13.0% |
| 6M | +14.9% | +10.6% | +4.3% | +9.6% |
| YTD | +44.2% | +11.4% | +32.8% | +36.8% |
| 1Y | +43.5% | +19.4% | +24.1% | +31.2% |
| 3Y | +45.0% | +71.7% | -26.7% | +8.2% |
| All | +52.5% | +94.0% | -41.5% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling