+292.5%
CAT vs JEPQ
+94.3%
+198.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.4% |
| 7D | +1.7% | +0.7% | +1.0% | +1.0% |
| 30D | -6.6% | +2.0% | -8.5% | -8.4% |
| 3M | -13.3% | +2.0% | -15.3% | -14.6% |
| 6M | +11.6% | +10.4% | +1.2% | +2.0% |
| YTD | +42.9% | +11.6% | +31.3% | +29.4% |
| 1Y | +95.4% | +20.7% | +74.7% | +64.8% |
| 3Y | +196.6% | +70.8% | +125.8% | +85.1% |
| All | +292.5% | +94.3% | +198.2% | +121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling