+90.5%
JEPQ vs CDW
-4.0%
+94.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +0.7% | +3.2% | -2.5% | -0.1% |
| 30D | +2.0% | +9.3% | -7.3% | -0.3% |
| 3M | +2.0% | +9.8% | -7.8% | -0.9% |
| 6M | +10.4% | +23.3% | -12.9% | +2.2% |
| YTD | +11.6% | +13.7% | -2.1% | +5.6% |
| 1Y | +20.7% | -6.5% | +27.2% | +21.7% |
| 3Y | +70.8% | -25.2% | +96.1% | +78.8% |
| All | +90.5% | -4.0% | +94.5% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling