+29.3%
CLX vs AVAV
+358.8%
-329.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.1% |
| 7D | +13.6% | 0.0% | +13.7% | +13.6% |
| 30D | +29.1% | -9.9% | +39.0% | +29.3% |
| 3M | +1.6% | -34.7% | +36.3% | +2.8% |
| 6M | +18.7% | -26.6% | +45.3% | +19.3% |
| YTD | +11.1% | -48.9% | +60.0% | +12.4% |
| 1Y | +7.0% | -63.0% | +70.0% | +9.4% |
| 3Y | -10.0% | +1.6% | -11.6% | -13.5% |
| 5Y | -22.6% | +34.5% | -57.1% | -27.8% |
| 10Y | +29.3% | +359.3% | -329.9% | +12.4% |
| All | +29.3% | +358.8% | -329.4% | +12.4% |
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 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