+90.2%
JEPQ vs CTAS
+115.3%
-25.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | +0.8% | -0.7% | +1.5% | +1.0% |
| 3M | +4.0% | +11.1% | -7.1% | -0.6% |
| 6M | +10.4% | +2.1% | +8.3% | +9.0% |
| YTD | +11.4% | +8.0% | +3.5% | +7.3% |
| 1Y | +18.9% | -0.5% | +19.4% | +18.4% |
| 3Y | +70.3% | +66.2% | +4.1% | +25.2% |
| All | +90.2% | +115.3% | -25.1% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling