-29.6%
CLS vs JEPQ
+8.1%
-37.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.9% | -10.0% | -11.8% |
| 7D | -21.1% | -4.9% | -16.2% | -8.0% |
| 30D | -38.2% | -6.7% | -31.6% | -22.9% |
| 3M | -36.3% | -3.0% | -33.3% | -28.6% |
| 6M | -43.8% | +1.4% | -45.2% | -43.8% |
| YTD | -20.0% | +6.5% | -26.5% | -30.7% |
| 1Y | -29.6% | +8.4% | -38.0% | -42.0% |
| All | -29.6% | +8.1% | -37.7% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 1y: compounded portfolio wealth divided by compounded JEPQ 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…
1y analysis · Full analysis span regression · 6 months rolling