+77.5%
JEPQ vs CAVA
+33.0%
+44.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.4% |
| 7D | -0.2% | -8.0% | +7.9% | +0.7% |
| 30D | +0.8% | -19.6% | +20.3% | +2.9% |
| 3M | +4.0% | -36.7% | +40.6% | +8.6% |
| 6M | +10.4% | -30.6% | +41.0% | +13.7% |
| YTD | +11.4% | -4.8% | +16.2% | +10.1% |
| 1Y | +18.9% | -13.1% | +32.0% | +18.3% |
| 3Y | +70.3% | +48.8% | +21.5% | +64.0% |
| All | +77.5% | +33.0% | +44.5% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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