+90.4%
JEPQ vs CHD
+6.6%
+83.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | +1.4% | -2.9% | +4.3% | +1.6% |
| 30D | +1.3% | -6.2% | +7.5% | +1.6% |
| 3M | +3.8% | +1.6% | +2.3% | +3.6% |
| 6M | +12.2% | -3.5% | +15.7% | +12.4% |
| YTD | +11.6% | +16.2% | -4.7% | +9.9% |
| 1Y | +19.9% | +3.4% | +16.5% | +19.5% |
| 3Y | +71.9% | +4.6% | +67.3% | +68.2% |
| All | +90.4% | +6.6% | +83.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling