+60.5%
JEPQ vs CART
+135.4%
-74.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +3.4% | +1.3% | +2.1% | +3.3% |
| 30D | -5.6% | +19.2% | -24.8% | -7.0% |
| 3M | -4.2% | +17.6% | -21.7% | -5.6% |
| 6M | -0.2% | +47.4% | -47.5% | -3.8% |
| YTD | +6.7% | +30.9% | -24.2% | +3.7% |
| 1Y | +9.5% | +46.0% | -36.5% | +5.1% |
| 3Y | +60.5% | +130.3% | -69.8% | +47.9% |
| All | +60.5% | +135.4% | -74.9% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling