+1,980.9%
CLS vs JEPI
+44.0%
+1,936.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.1% |
| 7D | +16.3% | +2.7% | +13.6% | +10.8% |
| 30D | -25.7% | +2.5% | -28.2% | -28.8% |
| 3M | -30.9% | +1.9% | -32.8% | -33.1% |
| 6M | -35.5% | +7.7% | -43.2% | -44.0% |
| YTD | -18.7% | +8.2% | -26.9% | -29.7% |
| 1Y | -17.9% | +10.4% | -28.3% | -31.4% |
| 3Y | +838.1% | +36.5% | +801.6% | +450.8% |
| All | +1,980.9% | +44.0% | +1,936.8% | +1,024.3% |
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