+168.6%
CLF vs JEPI
+100.7%
+67.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -2.9% |
| 7D | +10.4% | +2.7% | +7.7% | +4.3% |
| 30D | +0.6% | +2.5% | -2.0% | -4.8% |
| 3M | +4.1% | +1.9% | +2.2% | -0.1% |
| 6M | +15.1% | +7.7% | +7.4% | -2.1% |
| YTD | -4.7% | +8.2% | -12.9% | -19.6% |
| 1Y | +20.4% | +10.4% | +10.0% | -2.7% |
| 3Y | -23.4% | +36.5% | -59.9% | -59.8% |
| 5Y | -43.3% | +44.2% | -87.5% | -72.3% |
| All | +168.6% | +100.7% | +67.9% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling