+3,904.5%
CLS vs AVAV
+478.6%
+3,425.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | +4.6% | -2.2% | +6.8% | +5.2% |
| 30D | -13.9% | -13.9% | 0.0% | -11.0% |
| 3M | -26.6% | -29.2% | +2.7% | -21.3% |
| 6M | +15.4% | -36.1% | +51.5% | +25.0% |
| YTD | +5.7% | -40.2% | +45.9% | +13.8% |
| 1Y | +41.1% | -36.2% | +77.3% | +48.8% |
| 3Y | +1,228.6% | +47.5% | +1,181.1% | +996.6% |
| 5Y | +3,240.6% | +39.3% | +3,201.4% | +2,538.7% |
| 10Y | +2,760.3% | +482.6% | +2,277.8% | +1,381.7% |
| All | +3,904.5% | +478.6% | +3,425.9% | +1,706.7% |
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