+90.2%
JEPQ vs CDW
-10.3%
+100.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.2% |
| 7D | +1.1% | -4.2% | +5.3% | +2.0% |
| 30D | +1.3% | +4.9% | -3.5% | 0.0% |
| 3M | +4.7% | +7.3% | -2.6% | +2.0% |
| 6M | +10.6% | +19.2% | -8.6% | +2.8% |
| YTD | +11.4% | +6.2% | +5.2% | +7.0% |
| 1Y | +19.4% | -14.0% | +33.4% | +23.0% |
| 3Y | +71.7% | -30.0% | +101.7% | +82.2% |
| All | +90.2% | -10.3% | +100.5% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling