+90.2%
JEPQ vs CARR
+58.8%
+31.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -0.2% | -3.8% | +3.6% | +0.9% |
| 30D | +0.8% | -8.9% | +9.7% | +3.3% |
| 3M | +4.0% | -17.3% | +21.3% | +9.1% |
| 6M | +10.4% | -1.4% | +11.8% | +9.4% |
| YTD | +11.4% | +10.0% | +1.4% | +6.5% |
| 1Y | +18.9% | -6.4% | +25.3% | +19.0% |
| 3Y | +70.3% | +1.5% | +68.7% | +60.7% |
| All | +90.2% | +58.8% | +31.4% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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