+19.1%
CLX vs AVAV
+361.4%
-342.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.5% | -10.2% | 0.0% |
| 7D | +13.6% | -10.6% | +24.2% | +13.9% |
| 30D | +23.4% | -18.8% | +42.2% | +24.0% |
| 3M | -2.8% | -34.1% | +31.3% | -1.7% |
| 6M | +14.0% | -35.3% | +49.3% | +15.0% |
| YTD | +4.2% | -53.4% | +57.6% | +5.7% |
| 1Y | -1.2% | -65.6% | +64.5% | +1.3% |
| 3Y | -12.7% | -5.1% | -7.6% | -15.9% |
| 5Y | -26.5% | +18.5% | -45.0% | -31.0% |
| All | +19.1% | +361.4% | -342.2% | +3.9% |
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