+28.0%
CL vs AVAV
-63.5%
+91.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.1% |
| 7D | +2.6% | 0.0% | +2.6% | +2.7% |
| 30D | +11.8% | -9.9% | +21.7% | +11.7% |
| 3M | +5.9% | -34.7% | +40.6% | +5.5% |
| 6M | +13.3% | -26.6% | +39.9% | +13.4% |
| YTD | +27.1% | -48.9% | +76.1% | +28.0% |
| 1Y | +28.0% | -63.0% | +91.0% | +24.8% |
| All | +28.0% | -63.5% | +91.5% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling