-46.1%
CLX vs JEPI
+93.8%
-139.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.6% |
| 7D | -5.7% | -1.0% | -4.7% | -5.0% |
| 30D | -17.0% | -1.4% | -15.6% | -16.1% |
| 3M | -9.7% | +3.5% | -13.2% | -11.8% |
| 6M | -19.8% | +1.9% | -21.8% | -20.8% |
| YTD | -9.8% | +4.4% | -14.3% | -12.3% |
| 1Y | -26.2% | +7.2% | -33.4% | -29.4% |
| 3Y | -36.2% | +29.8% | -66.0% | -46.8% |
| 5Y | -38.3% | +41.7% | -80.1% | -52.0% |
| All | -46.1% | +93.8% | -139.9% | -63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling