+8.4%
JEPQ vs CLX
-6.5%
+14.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +1.0% |
| 7D | -4.9% | +14.2% | -19.1% | -4.6% |
| 30D | -6.7% | +22.7% | -29.3% | -6.2% |
| 3M | -3.0% | -2.8% | -0.2% | -2.8% |
| 6M | +1.4% | +17.7% | -16.3% | +1.5% |
| YTD | +6.5% | +3.3% | +3.1% | +8.2% |
| 1Y | +8.4% | -5.6% | +14.0% | +11.1% |
| All | +8.4% | -6.5% | +14.9% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling