+2,005.0%
CLS vs AVAV
+35.3%
+1,969.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.3% |
| 7D | +2.8% | +9.9% | -7.1% | +0.5% |
| 30D | -30.1% | -5.4% | -24.7% | -29.3% |
| 3M | -21.7% | -36.5% | +14.8% | -13.7% |
| 6M | -36.2% | -25.3% | -11.0% | -33.8% |
| YTD | -17.8% | -48.6% | +30.7% | -9.3% |
| 1Y | -26.8% | -62.1% | +35.3% | -13.1% |
| 3Y | +853.4% | +2.3% | +851.1% | +793.7% |
| 5Y | +2,005.0% | +35.4% | +1,969.6% | +1,722.4% |
| All | +2,005.0% | +35.3% | +1,969.7% | +1,722.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling