+4,834.4%
CLS vs JEPI
+95.7%
+4,738.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.5% |
| 7D | +4.6% | -0.3% | +4.9% | +5.3% |
| 30D | -13.9% | +0.1% | -14.0% | -14.2% |
| 3M | -26.6% | +4.8% | -31.3% | -33.0% |
| 6M | +15.4% | +1.0% | +14.4% | +13.4% |
| YTD | +5.7% | +5.5% | +0.2% | -4.7% |
| 1Y | +41.1% | +9.2% | +31.9% | +19.4% |
| 3Y | +1,228.6% | +31.2% | +1,197.4% | +730.3% |
| 5Y | +3,240.6% | +41.4% | +3,199.3% | +1,747.8% |
| All | +4,834.4% | +95.7% | +4,738.7% | +1,205.3% |
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 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