-80.9%
CLSK vs AVAV
+324.3%
-405.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | 0.0% | -1.9% |
| 7D | +8.0% | +4.2% | +3.7% | +6.8% |
| 30D | -27.9% | -2.6% | -25.4% | -26.8% |
| 3M | -42.3% | -38.0% | -4.3% | -33.5% |
| 6M | -50.0% | -27.0% | -23.0% | -47.0% |
| YTD | -34.3% | -51.4% | +17.1% | -22.5% |
| 1Y | -44.5% | -60.2% | +15.7% | -30.5% |
| 3Y | +74.5% | -6.7% | +81.2% | +69.9% |
| 5Y | -69.0% | +28.3% | -97.3% | -72.7% |
| All | -80.9% | +324.3% | -405.2% | -84.3% |
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