+1,284.2%
CLS vs JEPQ
+70.7%
+1,213.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.4% |
| 7D | +20.1% | +1.1% | +19.0% | +17.1% |
| 30D | +6.0% | +1.3% | +4.7% | +3.1% |
| 3M | -10.3% | +4.7% | -15.0% | -19.0% |
| 6M | +24.5% | +10.6% | +13.9% | -0.3% |
| YTD | +12.9% | +11.4% | +1.4% | -10.8% |
| 1Y | +36.7% | +19.4% | +17.3% | -6.4% |
| All | +1,284.2% | +70.7% | +1,213.5% | +380.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling