+728.5%
CLS vs AVAV
-14.7%
+743.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -9.8% | -3.2% | -10.3% |
| 7D | -27.3% | -24.3% | -3.0% | -21.2% |
| 30D | -47.0% | -28.9% | -18.1% | -41.8% |
| 3M | -43.3% | -39.3% | -4.1% | -35.6% |
| 6M | -50.8% | -38.8% | -12.0% | -45.6% |
| YTD | -30.4% | -57.8% | +27.4% | -17.7% |
| 1Y | -41.7% | -70.9% | +29.2% | -22.4% |
| All | +728.5% | -14.7% | +743.2% | +704.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling