-5.6%
CLX vs JEPI
+10.9%
-16.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +3.0% |
| 7D | +14.2% | +1.5% | +12.7% | +11.6% |
| 30D | +22.7% | +3.6% | +19.1% | +16.2% |
| 3M | -2.8% | +2.3% | -5.1% | -6.0% |
| 6M | +17.7% | +5.6% | +12.0% | +9.1% |
| YTD | +3.3% | +7.5% | -4.1% | -5.0% |
| 1Y | -5.6% | +10.6% | -16.2% | -16.8% |
| All | -5.6% | +10.9% | -16.5% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling