+90.5%
JEPQ vs CTAS
+114.2%
-23.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.7% | -1.8% | +2.5% | +1.3% |
| 30D | +2.0% | -0.2% | +2.2% | +2.0% |
| 3M | +2.0% | +11.7% | -9.7% | -2.8% |
| 6M | +10.4% | +0.7% | +9.7% | +9.5% |
| YTD | +11.6% | +7.4% | +4.2% | +7.7% |
| 1Y | +20.7% | -2.1% | +22.8% | +21.0% |
| 3Y | +70.8% | +62.9% | +7.9% | +26.9% |
| All | +90.5% | +114.2% | -23.7% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling