+73.4%
CL vs AVAV
+361.4%
-288.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.5% | -12.6% | -2.4% |
| 7D | +1.3% | -10.6% | +11.9% | +1.6% |
| 30D | +11.4% | -18.8% | +30.1% | +11.9% |
| 3M | +4.4% | -34.1% | +38.5% | +5.4% |
| 6M | +10.8% | -35.3% | +46.1% | +11.6% |
| YTD | +25.1% | -53.4% | +78.5% | +26.8% |
| 1Y | +28.0% | -65.6% | +93.6% | +30.9% |
| 3Y | +37.6% | -5.1% | +42.7% | +31.9% |
| 5Y | +39.7% | +18.5% | +21.2% | +30.5% |
| All | +73.4% | +361.4% | -288.0% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling