+5,374.7%
CLS vs JEPI
+93.8%
+5,280.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +5.9% | +5.2% |
| 7D | +10.9% | -1.0% | +11.9% | +13.1% |
| 30D | +2.1% | -1.4% | +3.5% | +4.8% |
| 3M | -10.2% | +3.5% | -13.7% | -16.3% |
| 6M | +30.4% | +1.9% | +28.4% | +25.7% |
| YTD | +17.2% | +4.4% | +12.8% | +7.7% |
| 1Y | +41.0% | +7.2% | +33.8% | +23.7% |
| 3Y | +1,338.0% | +29.8% | +1,308.2% | +816.9% |
| 5Y | +3,860.6% | +41.7% | +3,818.8% | +2,077.8% |
| All | +5,374.7% | +93.8% | +5,280.9% | +1,375.8% |
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