-35.5%
CLS vs JEPI
+7.6%
-43.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.2% |
| 7D | +16.3% | +2.7% | +13.6% | +12.0% |
| 30D | -25.7% | +2.5% | -28.2% | -25.6% |
| 3M | -30.9% | +1.9% | -32.8% | -31.6% |
| 6M | -35.5% | +7.7% | -43.2% | -33.9% |
| All | -35.5% | +7.6% | -43.1% | -33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling