+4.8%
JEPQ vs CVE
+67.8%
-63.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | -5.6% | -16.1% | +10.5% | -5.9% |
| 30D | -11.3% | -10.4% | -0.9% | -11.4% |
| 3M | -6.5% | -2.4% | -4.1% | -6.4% |
| 6M | -3.6% | -4.4% | +0.8% | -3.2% |
| YTD | +2.2% | +64.9% | -62.7% | +2.3% |
| 1Y | +4.8% | +66.0% | -61.3% | +4.7% |
| All | +4.8% | +67.8% | -63.1% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling