+82.2%
JEPQ vs CTAS
+142.3%
-60.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.4% | +2.0% | +1.4% | +2.8% |
| 30D | -5.6% | +8.7% | -14.3% | -8.2% |
| 3M | -4.2% | +13.3% | -17.4% | -8.2% |
| 6M | -0.2% | +39.4% | -39.6% | -12.4% |
| YTD | +6.7% | +21.5% | -14.8% | -1.2% |
| 1Y | +9.5% | +21.9% | -12.4% | +1.1% |
| 3Y | +60.5% | +73.6% | -13.1% | +18.8% |
| All | +82.2% | +142.3% | -60.1% | +8.5% |
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