+18.5%
CLF vs AVAV
-63.2%
+81.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -0.1% |
| 7D | +16.0% | +18.4% | -2.4% | +13.0% |
| 30D | +1.6% | -4.9% | +6.6% | +2.0% |
| 3M | +6.7% | -37.7% | +44.3% | +12.1% |
| 6M | +21.1% | -28.4% | +49.6% | +25.5% |
| YTD | -1.6% | -50.0% | +48.5% | -1.6% |
| 1Y | +18.5% | -62.6% | +81.1% | +24.8% |
| All | +18.5% | -63.2% | +81.7% | +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