+90.2%
JEPQ vs CLX
-28.7%
+118.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.1% |
| 7D | +1.1% | -4.9% | +6.0% | +1.5% |
| 30D | +1.3% | -15.8% | +17.1% | +2.9% |
| 3M | +4.7% | -7.9% | +12.6% | +5.3% |
| 6M | +10.6% | -19.0% | +29.7% | +12.9% |
| YTD | +11.4% | -7.9% | +19.4% | +11.8% |
| 1Y | +19.4% | -25.4% | +44.8% | +23.1% |
| 3Y | +71.7% | -35.0% | +106.7% | +79.7% |
| All | +90.2% | -28.7% | +118.9% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling