-46.0%
CLF vs AVAV
+34.3%
-80.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +12.6% | -5.6% | +4.6% |
| 7D | -14.1% | +3.2% | -17.2% | -14.6% |
| 30D | -5.5% | -7.4% | +1.9% | -4.4% |
| 3M | 0.0% | -32.0% | +32.0% | +6.7% |
| 6M | +11.3% | -24.6% | +35.8% | +15.4% |
| YTD | -7.7% | -47.5% | +39.8% | -1.6% |
| 1Y | +17.5% | -61.5% | +79.0% | +33.2% |
| 3Y | -25.4% | +5.5% | -30.9% | -36.3% |
| 5Y | -46.0% | +35.7% | -81.7% | -63.0% |
| All | -46.0% | +34.3% | -80.2% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling