+70.3%
JEPQ vs CTVA
+74.2%
-3.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -0.2% | -4.5% | +4.4% | +0.4% |
| 30D | +0.8% | +11.3% | -10.5% | -0.6% |
| 3M | +4.0% | +12.3% | -8.4% | +1.8% |
| 6M | +10.4% | +7.2% | +3.2% | +8.7% |
| YTD | +11.4% | +26.0% | -14.6% | +6.8% |
| 1Y | +18.9% | +16.0% | +2.9% | +15.3% |
| 3Y | +70.3% | +73.9% | -3.6% | +56.1% |
| All | +70.3% | +74.2% | -3.9% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 3y: compounded portfolio wealth divided by compounded CTVA 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…
3y analysis · Full analysis span regression · 6 months rolling