+4.8%
JEPQ vs CART
+60.1%
-55.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | -5.6% | +3.0% | -8.6% | -5.7% |
| 30D | -11.3% | +28.6% | -39.9% | -11.8% |
| 3M | -6.5% | +29.1% | -35.6% | -7.1% |
| 6M | -3.6% | +44.7% | -48.3% | -4.5% |
| YTD | +2.2% | +29.2% | -27.0% | +1.2% |
| 1Y | +4.8% | +66.2% | -61.4% | +2.4% |
| All | +4.8% | +60.1% | -55.3% | +2.4% |
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