-61.9%
CLSK vs AVAV
+408.3%
-470.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | +0.1% |
| 7D | +17.2% | -3.2% | +20.4% | +18.3% |
| 30D | +14.6% | -25.6% | +40.1% | +24.4% |
| 3M | -16.8% | -20.2% | +3.4% | -13.6% |
| 6M | +38.2% | -38.1% | +76.2% | +52.9% |
| YTD | +31.2% | -41.8% | +73.0% | +46.1% |
| 1Y | +37.3% | -39.0% | +76.4% | +52.8% |
| 3Y | +201.8% | +24.1% | +177.7% | +170.7% |
| 5Y | -1.6% | +53.0% | -54.6% | -18.2% |
| All | -61.9% | +408.3% | -470.3% | -70.4% |
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