+61.1%
JEPQ vs CDW
-14.3%
+75.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.6% |
| 7D | -0.3% | +2.6% | -2.9% | -0.7% |
| 30D | -6.6% | +20.4% | -27.0% | -9.3% |
| 3M | -2.6% | +28.5% | -31.0% | -6.6% |
| 6M | +0.5% | +70.6% | -70.1% | -9.4% |
| YTD | +7.1% | +29.1% | -22.0% | +1.1% |
| 1Y | +8.1% | +23.8% | -15.7% | +3.1% |
| All | +61.1% | -14.3% | +75.4% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 3y: compounded portfolio wealth divided by compounded CDW 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…
3y analysis · Full analysis span regression · 6 months rolling