-35.4%
CLX vs JEPI
+29.2%
-64.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.6% |
| 7D | -5.9% | -2.0% | -3.8% | -4.3% |
| 30D | -17.0% | -2.0% | -15.0% | -15.6% |
| 3M | -9.6% | +3.8% | -13.4% | -12.0% |
| 6M | -21.5% | +0.8% | -22.3% | -21.8% |
| YTD | -8.8% | +3.7% | -12.5% | -10.9% |
| 1Y | -24.7% | +7.1% | -31.8% | -27.9% |
| All | -35.4% | +29.2% | -64.6% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling