+288.2%
CAT vs JEPQ
+92.4%
+195.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.5% |
| 7D | +0.6% | -0.7% | +1.3% | +1.3% |
| 30D | -4.5% | +0.6% | -5.1% | -5.0% |
| 3M | -5.8% | +5.8% | -11.6% | -10.6% |
| 6M | +12.7% | +9.7% | +3.1% | +3.7% |
| YTD | +41.4% | +10.5% | +30.8% | +29.3% |
| 1Y | +92.1% | +18.4% | +73.7% | +65.1% |
| 3Y | +197.5% | +70.3% | +127.1% | +86.5% |
| All | +288.2% | +92.4% | +195.8% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling