+90.4%
JEPQ vs CLF
-53.0%
+143.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.2% |
| 7D | +1.4% | +6.5% | -5.1% | +0.7% |
| 30D | +1.3% | +0.2% | +1.1% | +1.2% |
| 3M | +3.8% | -3.1% | +6.9% | +3.7% |
| 6M | +12.2% | +25.0% | -12.9% | +8.0% |
| YTD | +11.6% | -7.5% | +19.0% | +10.7% |
| 1Y | +19.9% | +11.5% | +8.4% | +14.5% |
| 3Y | +71.9% | -13.7% | +85.6% | +62.0% |
| All | +90.4% | -53.0% | +143.4% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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