+90.2%
JEPQ vs CAKE
+208.6%
-118.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -0.2% | -4.5% | +4.4% | +0.6% |
| 30D | +0.8% | -12.4% | +13.2% | +2.9% |
| 3M | +4.0% | +37.3% | -33.4% | -2.4% |
| 6M | +10.4% | +70.7% | -60.3% | -0.9% |
| YTD | +11.4% | +106.0% | -94.5% | -3.9% |
| 1Y | +18.9% | +79.7% | -60.7% | +5.2% |
| 3Y | +70.3% | +267.8% | -197.5% | +26.9% |
| All | +90.2% | +208.6% | -118.4% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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