+60.5%
JEPQ vs CVE
+74.2%
-13.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +3.4% | +5.9% | -2.5% | +2.7% |
| 30D | -5.6% | -10.9% | +5.2% | -4.4% |
| 3M | -4.2% | -4.5% | +0.4% | -3.9% |
| 6M | -0.2% | -1.0% | +0.8% | -0.6% |
| YTD | +6.7% | +74.7% | -68.0% | -4.3% |
| 1Y | +9.5% | +65.8% | -56.4% | -1.0% |
| 3Y | +60.5% | +73.2% | -12.6% | +37.4% |
| All | +60.5% | +74.2% | -13.7% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling