-36.8%
CLX vs JAAA
+26.7%
-63.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -15.8% | +0.5% | -16.3% | -16.0% |
| 3M | -7.9% | +1.2% | -9.2% | -8.5% |
| 6M | -19.0% | +2.7% | -21.8% | -20.1% |
| YTD | -7.9% | +3.2% | -11.1% | -9.3% |
| 1Y | -25.4% | +4.8% | -30.2% | -27.0% |
| 3Y | -35.0% | +19.0% | -54.0% | -39.3% |
| 5Y | -36.8% | +26.8% | -63.5% | -45.8% |
| All | -36.8% | +26.7% | -63.5% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling