+76.1%
JEPQ vs CAVA
+28.6%
+47.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.3% |
| 7D | -0.7% | -12.4% | +11.8% | +0.7% |
| 30D | +0.6% | -11.2% | +11.8% | +1.6% |
| 3M | +5.8% | -33.8% | +39.6% | +9.9% |
| 6M | +9.7% | -32.5% | +42.2% | +13.3% |
| YTD | +10.5% | -8.0% | +18.5% | +9.6% |
| 1Y | +18.4% | -17.1% | +35.5% | +18.4% |
| 3Y | +70.3% | +37.8% | +32.5% | +64.8% |
| All | +76.1% | +28.6% | +47.5% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling