+90.2%
JEPQ vs CTAS
+113.7%
-23.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.1% | +1.0% | +0.1% | +0.7% |
| 30D | +1.3% | -1.1% | +2.4% | +1.6% |
| 3M | +4.7% | +11.5% | -6.8% | -0.1% |
| 6M | +10.6% | +0.2% | +10.5% | +10.0% |
| YTD | +11.4% | +7.2% | +4.3% | +7.6% |
| 1Y | +19.4% | 0.0% | +19.4% | +18.5% |
| 3Y | +71.7% | +65.9% | +5.8% | +26.1% |
| All | +90.2% | +113.7% | -23.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling