+68.9%
JEPQ vs CDW
-30.1%
+99.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.7% | -7.4% | +6.7% | +0.6% |
| 30D | +0.6% | +5.8% | -5.3% | -0.5% |
| 3M | +5.8% | +10.8% | -5.0% | +3.3% |
| 6M | +9.7% | +21.5% | -11.8% | +3.4% |
| YTD | +10.5% | +6.4% | +4.2% | +7.6% |
| 1Y | +18.4% | -14.8% | +33.2% | +22.5% |
| All | +68.9% | -30.1% | +99.1% | +71.8% |
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