+9.3%
CAT vs JEPQ
+8.0%
+1.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | +0.8% |
| 7D | +7.4% | +3.4% | +4.0% | +2.0% |
| 30D | -19.7% | -5.6% | -14.1% | -11.7% |
| 3M | -29.6% | -4.2% | -25.4% | -24.4% |
| 6M | -33.2% | -0.2% | -33.0% | -32.4% |
| YTD | +5.7% | +6.7% | -1.1% | -4.1% |
| 1Y | +9.3% | +9.5% | -0.1% | -3.6% |
| All | +9.3% | +8.0% | +1.4% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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