-47.0%
CLF vs JEPI
+41.6%
-88.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -0.3% |
| 7D | +6.5% | -0.2% | +6.7% | +7.1% |
| 30D | +0.2% | -0.6% | +0.8% | +1.5% |
| 3M | -3.1% | +4.8% | -7.9% | -12.6% |
| 6M | +25.0% | +2.1% | +22.9% | +19.4% |
| YTD | -7.5% | +4.8% | -12.3% | -16.4% |
| 1Y | +11.5% | +8.4% | +3.1% | -6.2% |
| 3Y | -13.7% | +30.8% | -44.5% | -50.0% |
| 5Y | -47.0% | +41.0% | -88.0% | -72.4% |
| All | -47.0% | +41.6% | -88.6% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling