+88.7%
JEPQ vs CLX
-29.4%
+118.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -0.7% | -5.9% | +5.2% | -0.1% |
| 30D | +0.6% | -17.0% | +17.6% | +2.2% |
| 3M | +5.8% | -9.6% | +15.4% | +6.6% |
| 6M | +9.7% | -21.5% | +31.2% | +12.3% |
| YTD | +10.5% | -8.8% | +19.3% | +11.0% |
| 1Y | +18.4% | -24.7% | +43.1% | +21.8% |
| 3Y | +70.3% | -35.6% | +106.0% | +78.4% |
| All | +88.7% | -29.4% | +118.1% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling