+375.6%
CL vs AVAV
+308.3%
+67.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.8% | +9.8% | +0.5% |
| 7D | +5.9% | -24.3% | +30.3% | +7.6% |
| 30D | +13.8% | -28.9% | +42.6% | +15.9% |
| 3M | +6.4% | -39.3% | +45.7% | +9.3% |
| 6M | +15.6% | -38.8% | +54.4% | +18.0% |
| YTD | +27.9% | -57.8% | +85.7% | +32.4% |
| 1Y | +31.4% | -70.9% | +102.3% | +39.3% |
| 3Y | +41.4% | -14.8% | +56.2% | +34.3% |
| 5Y | +42.8% | +7.3% | +35.5% | +29.9% |
| 10Y | +79.7% | +325.3% | -245.7% | +33.5% |
| All | +375.6% | +308.3% | +67.3% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling