-49.1%
CLX vs JAAA
+29.3%
-78.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.9% | +0.1% | -5.9% | -5.9% |
| 30D | -17.0% | +0.4% | -17.5% | -17.1% |
| 3M | -9.6% | +1.2% | -10.8% | -9.8% |
| 6M | -21.5% | +2.7% | -24.2% | -22.0% |
| YTD | -8.8% | +3.2% | -12.0% | -9.5% |
| 1Y | -24.7% | +4.8% | -29.5% | -25.5% |
| 3Y | -35.6% | +19.0% | -54.6% | -36.9% |
| 5Y | -37.6% | +26.8% | -64.4% | -40.6% |
| All | -49.1% | +29.3% | -78.3% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling