+90.2%
JEPQ vs CAH
+328.0%
-237.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -0.2% | -5.1% | +5.0% | +0.5% |
| 30D | +0.8% | +0.2% | +0.6% | +0.7% |
| 3M | +4.0% | +6.3% | -2.3% | +3.1% |
| 6M | +10.4% | +9.4% | +1.0% | +9.0% |
| YTD | +11.4% | +15.0% | -3.5% | +9.0% |
| 1Y | +18.9% | +55.4% | -36.5% | +10.5% |
| 3Y | +70.3% | +173.8% | -103.5% | +40.4% |
| All | +90.2% | +328.0% | -237.8% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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