+71.9%
JEPQ vs CART
+14.3%
+57.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +0.5% |
| 7D | +1.4% | -4.1% | +5.5% | +1.8% |
| 30D | +1.3% | -4.3% | +5.7% | +1.6% |
| 3M | +3.8% | +13.1% | -9.3% | +2.5% |
| 6M | +12.2% | +26.0% | -13.8% | +9.4% |
| YTD | +11.6% | +6.7% | +4.8% | +10.4% |
| 1Y | +19.9% | +6.3% | +13.6% | +18.4% |
| All | +71.9% | +14.3% | +57.6% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling