+1,753.0%
CLS vs AVAV
+371.6%
+1,381.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +12.6% | -4.7% | +4.6% |
| 7D | -10.6% | +3.2% | -13.7% | -11.2% |
| 30D | -38.4% | -7.4% | -31.0% | -37.3% |
| 3M | -29.9% | -32.0% | +2.1% | -23.3% |
| 6M | -40.6% | -24.6% | -16.1% | -38.2% |
| YTD | -24.6% | -47.5% | +22.9% | -16.4% |
| 1Y | -30.8% | -61.5% | +30.7% | -16.7% |
| 3Y | +811.7% | +5.5% | +806.3% | +715.0% |
| 5Y | +1,838.4% | +35.7% | +1,802.7% | +1,439.0% |
| All | +1,753.0% | +371.6% | +1,381.4% | +1,068.0% |
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 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