+1,914.6%
CLS vs AVAV
+315.4%
+1,599.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.6% | -4.7% |
| 7D | +16.3% | +4.2% | +12.1% | +15.0% |
| 30D | -25.7% | -2.6% | -23.1% | -25.3% |
| 3M | -30.9% | -38.0% | +7.1% | -22.5% |
| 6M | -35.5% | -27.0% | -8.5% | -32.3% |
| YTD | -18.7% | -51.4% | +32.7% | -8.1% |
| 1Y | -17.9% | -60.2% | +42.3% | -2.3% |
| 3Y | +838.1% | -6.7% | +844.8% | +764.0% |
| 5Y | +1,971.9% | +28.3% | +1,943.6% | +1,566.4% |
| All | +1,914.6% | +315.4% | +1,599.2% | +1,173.4% |
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