+2,536.4%
CLS vs AVAV
+308.3%
+2,228.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -9.8% | -3.2% | -10.6% |
| 7D | -27.3% | -24.3% | -3.0% | -21.8% |
| 30D | -47.0% | -28.9% | -18.1% | -42.3% |
| 3M | -43.3% | -39.3% | -4.1% | -36.3% |
| 6M | -50.8% | -38.8% | -12.0% | -45.9% |
| YTD | -30.4% | -57.8% | +27.4% | -18.5% |
| 1Y | -41.7% | -70.9% | +29.2% | -24.9% |
| 3Y | +701.4% | -14.8% | +716.2% | +659.1% |
| 5Y | +1,767.8% | +7.3% | +1,760.5% | +1,473.8% |
| 10Y | +1,636.8% | +325.3% | +1,311.5% | +871.7% |
| All | +2,536.4% | +308.3% | +2,228.1% | +1,193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling