+77.2%
CL vs AVAV
+317.7%
-240.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.8% | +9.8% | +0.2% |
| 7D | +5.9% | -24.3% | +30.3% | +6.6% |
| 30D | +13.8% | -28.9% | +42.6% | +14.7% |
| 3M | +6.4% | -39.3% | +45.7% | +7.6% |
| 6M | +15.6% | -38.8% | +54.4% | +16.7% |
| YTD | +27.9% | -57.8% | +85.7% | +29.9% |
| 1Y | +31.4% | -70.9% | +102.3% | +35.1% |
| 3Y | +41.4% | -14.8% | +56.2% | +35.9% |
| 5Y | +42.8% | +7.3% | +35.5% | +33.7% |
| All | +77.2% | +317.7% | -240.5% | +63.8% |
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