+156.7%
CLF vs JEPI
+93.4%
+63.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.3% |
| 7D | -2.7% | -1.1% | -1.5% | -0.2% |
| 30D | -3.2% | -1.3% | -1.9% | -0.5% |
| 3M | -5.0% | +3.3% | -8.3% | -11.6% |
| 6M | +26.6% | +1.0% | +25.6% | +23.9% |
| YTD | -9.0% | +4.2% | -13.2% | -16.7% |
| 1Y | +11.8% | +7.9% | +3.9% | -5.0% |
| 3Y | -15.1% | +30.0% | -45.1% | -50.4% |
| 5Y | -48.2% | +40.9% | -89.1% | -73.4% |
| All | +156.7% | +93.4% | +63.3% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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