-46.6%
CLX vs JAAA
+29.3%
-75.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -9.2% | +0.2% | -9.4% | -9.3% |
| 30D | -11.0% | +0.5% | -11.6% | -11.2% |
| 3M | +5.0% | +1.3% | +3.8% | +4.7% |
| 6M | -18.8% | +2.7% | -21.5% | -19.3% |
| YTD | -4.4% | +3.2% | -7.6% | -5.1% |
| 1Y | -21.9% | +4.9% | -26.8% | -22.7% |
| 3Y | -32.8% | +19.0% | -51.8% | -34.1% |
| 5Y | -34.6% | +26.8% | -61.4% | -37.7% |
| All | -46.6% | +29.3% | -75.9% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling