+70.3%
JEPQ vs CHWY
-11.7%
+82.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.0% |
| 7D | -0.2% | -13.6% | +13.5% | +0.9% |
| 30D | +0.8% | -8.5% | +9.3% | +1.3% |
| 3M | +4.0% | +8.9% | -4.9% | +2.9% |
| 6M | +10.4% | -20.5% | +30.9% | +11.9% |
| YTD | +11.4% | -38.2% | +49.6% | +15.2% |
| 1Y | +18.9% | -43.3% | +62.2% | +23.6% |
| 3Y | +70.3% | -8.5% | +78.8% | +75.7% |
| All | +70.3% | -11.7% | +82.0% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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