+100.6%
AVAV vs CLBK
+59.4%
+41.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.0% | +9.5% | +10.1% |
| 7D | -10.6% | +0.6% | -11.2% | -10.7% |
| 30D | -18.8% | +2.9% | -21.7% | -19.6% |
| 3M | -34.1% | +3.0% | -37.1% | -34.8% |
| 6M | -35.3% | +27.3% | -62.6% | -40.6% |
| YTD | -53.4% | +58.0% | -111.4% | -60.7% |
| 1Y | -65.6% | +62.4% | -128.0% | -71.4% |
| 3Y | -5.1% | +46.9% | -52.0% | -20.8% |
| 5Y | +18.5% | +25.3% | -6.7% | -1.7% |
| All | +100.6% | +59.4% | +41.2% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling