+82.2%
JEPQ vs CLF
-51.6%
+133.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.7% |
| 7D | +3.4% | +10.4% | -7.0% | +2.2% |
| 30D | -5.6% | +0.6% | -6.2% | -6.0% |
| 3M | -4.2% | +4.1% | -8.3% | -5.2% |
| 6M | -0.2% | +15.1% | -15.3% | -3.0% |
| YTD | +6.7% | -4.7% | +11.5% | +5.0% |
| 1Y | +9.5% | +20.4% | -10.9% | +4.4% |
| 3Y | +60.5% | -23.4% | +83.9% | +54.3% |
| All | +82.2% | -51.6% | +133.8% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling