+206.4%
CLSK vs AVAV
+31.0%
+175.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.4% | +5.2% |
| 7D | +21.9% | +3.2% | +18.7% | +20.6% |
| 30D | +9.6% | -20.3% | +29.9% | +18.7% |
| 3M | -18.4% | -19.4% | +1.0% | -14.5% |
| 6M | +46.4% | -35.3% | +81.6% | +64.8% |
| YTD | +33.2% | -38.5% | +71.7% | +49.2% |
| 1Y | +47.0% | -37.2% | +84.2% | +67.0% |
| 3Y | +206.4% | +31.1% | +175.3% | +141.1% |
| All | +206.4% | +31.0% | +175.4% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling