+90.2%
JEPQ vs CHD
+3.9%
+86.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.2% | -4.5% | +4.3% | +0.1% |
| 30D | +0.8% | -6.7% | +7.5% | +1.1% |
| 3M | +4.0% | -2.7% | +6.7% | +4.0% |
| 6M | +10.4% | -4.9% | +15.3% | +10.6% |
| YTD | +11.4% | +13.3% | -1.9% | +9.9% |
| 1Y | +18.9% | +1.0% | +17.9% | +18.6% |
| 3Y | +70.3% | +1.3% | +69.0% | +67.2% |
| All | +90.2% | +3.9% | +86.3% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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