-34.0%
CLF vs AVAV
-5.8%
-28.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.5% | -8.8% | 0.0% |
| 7D | -19.6% | -10.6% | -9.0% | -18.1% |
| 30D | -5.0% | -18.8% | +13.8% | -2.1% |
| 3M | -6.3% | -34.1% | +27.8% | -0.7% |
| 6M | +2.8% | -35.3% | +38.1% | +8.5% |
| YTD | -13.7% | -53.4% | +39.7% | -8.0% |
| 1Y | +13.6% | -65.6% | +79.2% | +27.4% |
| 3Y | -34.0% | -5.1% | -28.9% | -39.0% |
| All | -34.0% | -5.8% | -28.2% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling