+88.7%
JEPQ vs CAKE
+204.0%
-115.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.4% |
| 7D | -0.7% | -5.6% | +5.0% | +0.3% |
| 30D | +0.6% | -10.5% | +11.1% | +2.3% |
| 3M | +5.8% | +43.6% | -37.8% | -1.5% |
| 6M | +9.7% | +63.0% | -53.4% | -0.7% |
| YTD | +10.5% | +102.9% | -92.4% | -4.4% |
| 1Y | +18.4% | +75.6% | -57.2% | +5.2% |
| 3Y | +70.3% | +257.7% | -187.4% | +27.6% |
| All | +88.7% | +204.0% | -115.3% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling