+20.2%
CLF vs AVAV
-68.0%
+88.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -8.3% | -0.9% | -8.1% |
| 7D | -7.9% | -10.1% | +2.2% | -6.7% |
| 30D | +5.2% | -18.7% | +24.0% | +7.9% |
| 3M | +4.3% | -33.0% | +37.3% | +9.1% |
| 6M | +25.3% | -37.2% | +62.5% | +31.1% |
| YTD | -3.3% | -53.2% | +49.9% | -2.5% |
| 1Y | +20.2% | -69.0% | +89.2% | +46.4% |
| All | +20.2% | -68.0% | +88.3% | +46.4% |
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