+28.8%
CLF vs AVAV
-62.2%
+91.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.1% |
| 7D | +2.3% | +9.9% | -7.5% | +0.9% |
| 30D | +1.9% | -5.4% | +7.3% | +2.2% |
| 3M | +5.9% | -36.5% | +42.4% | +10.8% |
| 6M | +16.9% | -25.3% | +42.2% | +20.6% |
| YTD | -1.1% | -48.6% | +47.5% | -1.3% |
| 1Y | +28.8% | -62.1% | +90.9% | +34.4% |
| All | +28.8% | -62.2% | +91.0% | +34.4% |
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