+41.0%
CLS vs JEPQ
+19.0%
+22.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.7% | +4.1% |
| 7D | +10.9% | -0.2% | +11.1% | +11.6% |
| 30D | +2.1% | +0.8% | +1.3% | +0.4% |
| 3M | -10.2% | +4.0% | -14.2% | -18.8% |
| 6M | +30.4% | +10.4% | +20.0% | +0.3% |
| YTD | +17.2% | +11.4% | +5.8% | -12.7% |
| 1Y | +41.0% | +18.9% | +22.1% | -19.1% |
| All | +41.0% | +19.0% | +22.0% | -19.1% |
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