+19.6%
AVAV vs CLBK
+24.6%
-5.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.0% | +9.5% | +10.3% |
| 7D | -10.6% | +0.6% | -11.2% | -10.7% |
| 30D | -18.8% | +2.9% | -21.7% | -19.2% |
| 3M | -34.1% | +3.0% | -37.1% | -34.5% |
| 6M | -35.3% | +27.3% | -62.6% | -38.0% |
| YTD | -53.4% | +58.0% | -111.4% | -57.2% |
| 1Y | -65.6% | +62.4% | -128.0% | -68.7% |
| 3Y | -5.1% | +46.9% | -52.0% | -13.1% |
| All | +19.6% | +24.6% | -5.0% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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