+30.0%
CL vs AVAV
+39.7%
-9.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.5% |
| 7D | -2.2% | -2.2% | 0.0% | -2.2% |
| 30D | -4.8% | -13.9% | +9.1% | -4.9% |
| 3M | +4.9% | -29.2% | +34.1% | +4.9% |
| 6M | -5.7% | -36.1% | +30.4% | -5.8% |
| YTD | +14.4% | -40.2% | +54.6% | +14.3% |
| 1Y | +8.7% | -36.2% | +45.0% | +8.3% |
| 3Y | +30.0% | +47.5% | -17.5% | +25.6% |
| All | +30.0% | +39.7% | -9.6% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling