-35.1%
CLF vs AVAV
-14.7%
-20.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -9.8% | -2.4% | -10.7% |
| 7D | -21.0% | -24.3% | +3.4% | -17.5% |
| 30D | -8.0% | -28.9% | +20.9% | -3.1% |
| 3M | -10.9% | -39.3% | +28.4% | -4.3% |
| 6M | +5.8% | -38.8% | +44.6% | +13.1% |
| YTD | -15.1% | -57.8% | +42.7% | -8.0% |
| 1Y | +7.2% | -70.9% | +78.1% | +23.8% |
| All | -35.1% | -14.7% | -20.4% | -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