+8.1%
JEPQ vs CART
+54.8%
-46.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +2.0% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | -6.6% | +23.1% | -29.6% | -7.0% |
| 3M | -2.6% | +19.2% | -21.8% | -3.0% |
| 6M | +0.5% | +45.7% | -45.2% | -0.6% |
| YTD | +7.1% | +30.9% | -23.8% | +5.9% |
| 1Y | +8.1% | +50.2% | -42.1% | +6.5% |
| All | +8.1% | +54.8% | -46.7% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling