-42.8%
CLX vs JEPI
+95.7%
-138.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -9.2% | -0.3% | -8.9% | -9.0% |
| 30D | -11.0% | +0.1% | -11.2% | -11.1% |
| 3M | +5.0% | +4.8% | +0.3% | +1.7% |
| 6M | -18.8% | +1.0% | -19.8% | -19.3% |
| YTD | -4.4% | +5.5% | -9.9% | -7.7% |
| 1Y | -21.9% | +9.2% | -31.1% | -26.3% |
| 3Y | -32.8% | +31.2% | -63.9% | -44.3% |
| 5Y | -34.6% | +41.4% | -75.9% | -49.1% |
| All | -42.8% | +95.7% | -138.6% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling