+2,693.8%
CLS vs JEPQ
+94.3%
+2,599.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.2% |
| 7D | +4.6% | +0.7% | +3.9% | +3.3% |
| 30D | -13.9% | +2.0% | -15.9% | -16.9% |
| 3M | -26.6% | +2.0% | -28.6% | -27.8% |
| 6M | +15.4% | +10.4% | +5.0% | -2.0% |
| YTD | +5.7% | +11.6% | -5.9% | -11.8% |
| 1Y | +41.1% | +20.7% | +20.4% | +3.8% |
| 3Y | +1,228.6% | +70.8% | +1,157.8% | +530.4% |
| All | +2,693.8% | +94.3% | +2,599.5% | +1,060.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling