+90.4%
JEPQ vs CTAS
+114.2%
-23.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.4% | 0.0% | +1.5% | +1.4% |
| 30D | +1.3% | -1.0% | +2.3% | +1.6% |
| 3M | +3.8% | +15.8% | -11.9% | -2.4% |
| 6M | +12.2% | -1.0% | +13.2% | +12.1% |
| YTD | +11.6% | +7.4% | +4.1% | +7.6% |
| 1Y | +19.9% | -0.1% | +20.0% | +19.1% |
| 3Y | +71.9% | +66.3% | +5.6% | +26.2% |
| All | +90.4% | +114.2% | -23.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CTAS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling