-41.0%
CLF vs AVAV
+478.6%
-519.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.4% |
| 7D | +7.6% | -2.2% | +9.8% | +8.3% |
| 30D | -1.2% | -13.9% | +12.7% | +3.2% |
| 3M | -13.4% | -29.2% | +15.9% | -5.1% |
| 6M | +15.4% | -36.1% | +51.6% | +28.3% |
| YTD | -5.9% | -40.2% | +34.3% | +1.8% |
| 1Y | +18.8% | -36.2% | +55.0% | +23.8% |
| 3Y | -19.4% | +47.5% | -66.9% | -45.3% |
| 5Y | -47.7% | +39.3% | -87.0% | -66.8% |
| 10Y | +130.4% | +482.6% | -352.2% | -29.8% |
| All | -41.0% | +478.6% | -519.6% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling