-2.9%
CLX vs AVAV
+502.7%
-505.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | -9.2% | -2.2% | -7.0% | -9.2% |
| 30D | -11.0% | -13.9% | +2.9% | -10.7% |
| 3M | +5.0% | -29.2% | +34.3% | +5.9% |
| 6M | -18.8% | -36.1% | +17.3% | -18.0% |
| YTD | -4.4% | -40.2% | +35.8% | -3.6% |
| 1Y | -21.9% | -36.2% | +14.4% | -21.6% |
| 3Y | -32.8% | +47.5% | -80.3% | -36.5% |
| 5Y | -34.6% | +39.3% | -73.8% | -38.8% |
| All | -2.9% | +502.7% | -505.6% | -19.1% |
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 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