ρ +0.32beyond mkt +0.15holdout +0.37stable 75%robust
CLOB VanEck AA-BB CLO ETF
- Last close
- 50.09
- 504-day return
- +12.79%
- Median $/day
- $398k
- Relationships shown
- 9
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
CLOB vs JETS
Both indexed to 100 at 2026-05-11.
Moves with CLOB
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.62holdout +0.43stable 62%moderate
horizon 10dρ +0.62holdout +0.50stable 62%moderate
horizon 10dρ +0.61holdout +0.49stable 62%moderate
horizon 10dρ +0.61holdout +0.54stable 75%robust
horizon 10dρ +0.60holdout +0.44stable 62%moderate
horizon 10dρ +0.60holdout +0.57stable 62%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.48recent -0.31prior +0.18beyond mkt +0.02
Δ +0.47recent +0.44prior -0.04beyond mkt -0.03
Δ +0.45recent +0.46prior +0.01beyond mkt +0.00
Δ +0.43recent +0.41prior -0.02beyond mkt +0.03
Δ -0.40recent -0.38prior +0.02beyond mkt +0.05
Δ -0.39recent -0.32prior +0.07beyond mkt -0.04