+79.3%
JEPQ vs CLF
-50.8%
+130.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.1% |
| 7D | -1.4% | -9.1% | +7.7% | -0.4% |
| 30D | -8.6% | -0.9% | -7.7% | -8.8% |
| 3M | -4.5% | +3.0% | -7.5% | -5.4% |
| 6M | -1.3% | +16.7% | -18.0% | -4.3% |
| YTD | +5.0% | -3.2% | +8.2% | +3.1% |
| 1Y | +5.9% | +24.6% | -18.7% | +0.5% |
| 3Y | +58.0% | -22.3% | +80.3% | +51.7% |
| All | +79.3% | -50.8% | +130.1% | +98.8% |
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