+2,944.0%
CLS vs AVAV
+516.1%
+2,427.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.9% | +2.8% | +4.9% |
| 7D | +12.8% | +3.2% | +9.6% | +11.9% |
| 30D | +3.8% | -20.3% | +24.1% | +9.6% |
| 3M | -14.6% | -19.4% | +4.8% | -11.5% |
| 6M | +32.2% | -35.3% | +67.5% | +43.1% |
| YTD | +11.6% | -38.5% | +50.1% | +19.5% |
| 1Y | +35.1% | -37.2% | +72.3% | +43.0% |
| 3Y | +1,312.5% | +31.1% | +1,281.4% | +1,103.2% |
| 5Y | +3,542.1% | +41.0% | +3,501.0% | +2,781.7% |
| 10Y | +2,944.0% | +508.8% | +2,435.2% | +1,700.5% |
| All | +2,944.0% | +516.1% | +2,427.9% | +1,700.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling