-38.9%
CLX vs JEPI
+41.5%
-80.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.7% |
| 7D | -5.7% | -1.0% | -4.7% | -4.9% |
| 30D | -17.0% | -1.4% | -15.6% | -16.1% |
| 3M | -9.7% | +3.5% | -13.2% | -12.0% |
| 6M | -19.8% | +1.9% | -21.8% | -20.8% |
| YTD | -9.8% | +4.4% | -14.3% | -12.5% |
| 1Y | -26.2% | +7.2% | -33.4% | -29.7% |
| 3Y | -36.2% | +29.8% | -66.0% | -47.7% |
| All | -38.9% | +41.5% | -80.4% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling