+157.3%
AVAV vs CLBK
+67.9%
+89.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.2% | +1.2% | -3.4% | -2.6% |
| 30D | -13.9% | +9.1% | -23.1% | -16.5% |
| 3M | -29.2% | +27.7% | -56.9% | -35.1% |
| 6M | -36.1% | +40.8% | -77.0% | -43.4% |
| YTD | -40.2% | +66.4% | -106.6% | -50.4% |
| 1Y | -36.2% | +72.4% | -108.6% | -48.0% |
| 3Y | +47.5% | +50.7% | -3.2% | +22.0% |
| 5Y | +39.3% | +42.9% | -3.7% | +7.4% |
| All | +157.3% | +67.9% | +89.4% | +93.5% |
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