-49.6%
CLF vs AVAV
+7.1%
-56.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -9.8% | -2.4% | -10.4% |
| 7D | -21.0% | -24.3% | +3.4% | -16.7% |
| 30D | -8.0% | -28.9% | +20.9% | -2.1% |
| 3M | -10.9% | -39.3% | +28.4% | -2.8% |
| 6M | +5.8% | -38.8% | +44.6% | +14.4% |
| YTD | -15.1% | -57.8% | +42.7% | -5.6% |
| 1Y | +7.2% | -70.9% | +78.1% | +28.5% |
| 3Y | -34.2% | -14.8% | -19.4% | -41.4% |
| 5Y | -49.6% | +7.3% | -56.9% | -59.1% |
| All | -49.6% | +7.1% | -56.7% | -59.1% |
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