-63.3%
CLSK vs AVAV
+430.9%
-494.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.5% | -8.1% | -4.9% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +11.1% | -25.0% | +36.1% | +20.3% |
| 3M | -14.1% | -15.0% | +0.9% | -12.5% |
| 6M | +32.9% | -33.6% | +66.5% | +44.0% |
| YTD | +26.5% | -39.2% | +65.7% | +38.9% |
| 1Y | +27.6% | -40.5% | +68.1% | +42.6% |
| 3Y | +190.9% | +29.6% | +161.3% | +157.4% |
| 5Y | -0.4% | +56.7% | -57.1% | -18.3% |
| All | -63.3% | +430.9% | -494.3% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling