+90.2%
JEPQ vs CTVA
+53.0%
+37.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -0.2% | -4.5% | +4.4% | +0.6% |
| 30D | +0.8% | +11.3% | -10.5% | -1.1% |
| 3M | +4.0% | +12.3% | -8.4% | +1.2% |
| 6M | +10.4% | +7.2% | +3.2% | +8.3% |
| YTD | +11.4% | +26.0% | -14.6% | +5.7% |
| 1Y | +18.9% | +16.0% | +2.9% | +14.5% |
| 3Y | +70.3% | +73.9% | -3.6% | +50.0% |
| All | +90.2% | +53.0% | +37.2% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling