+87.5%
CLF vs AVAV
+360.4%
-272.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.0% |
| 7D | +2.3% | +9.9% | -7.5% | -0.1% |
| 30D | +1.9% | -5.4% | +7.3% | +3.1% |
| 3M | +5.9% | -36.5% | +42.4% | +17.9% |
| 6M | +16.9% | -25.3% | +42.2% | +22.9% |
| YTD | -1.1% | -48.6% | +47.5% | +9.0% |
| 1Y | +28.8% | -62.1% | +90.9% | +53.7% |
| 3Y | -20.6% | +2.3% | -22.9% | -35.2% |
| 5Y | -41.5% | +35.4% | -76.9% | -59.8% |
| 10Y | +87.5% | +345.1% | -257.6% | -14.6% |
| All | +87.5% | +360.4% | -272.9% | -14.6% |
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