+2,549.7%
CLS vs AVAV
+351.0%
+2,198.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.5% | -10.0% | -2.1% |
| 7D | -22.2% | -10.6% | -11.6% | -19.8% |
| 30D | -44.4% | -18.8% | -25.6% | -41.5% |
| 3M | -34.3% | -34.1% | -0.2% | -27.7% |
| 6M | -50.1% | -35.3% | -14.7% | -46.0% |
| YTD | -30.1% | -53.4% | +23.3% | -20.2% |
| 1Y | -39.3% | -65.6% | +26.3% | -25.1% |
| 3Y | +732.7% | -5.1% | +737.8% | +666.8% |
| 5Y | +1,777.2% | +18.5% | +1,758.7% | +1,440.9% |
| 10Y | +1,645.6% | +369.8% | +1,275.8% | +851.4% |
| All | +2,549.7% | +351.0% | +2,198.7% | +1,166.8% |
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