+90.2%
JEPQ vs CAH
+337.9%
-247.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.1% | -2.2% | +3.3% | +1.3% |
| 30D | +1.3% | +1.2% | +0.1% | +1.1% |
| 3M | +4.7% | +13.1% | -8.4% | +3.0% |
| 6M | +10.6% | +8.5% | +2.1% | +9.4% |
| YTD | +11.4% | +17.6% | -6.2% | +8.8% |
| 1Y | +19.4% | +60.7% | -41.2% | +10.5% |
| 3Y | +71.7% | +183.2% | -111.5% | +40.8% |
| All | +90.2% | +337.9% | -247.7% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling