-12.9%
CLX vs AVAV
-14.7%
+1.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.8% | +10.4% | +0.4% |
| 7D | +12.4% | -24.3% | +36.8% | +12.1% |
| 30D | +21.1% | -28.9% | +50.0% | +20.7% |
| 3M | -3.3% | -39.3% | +35.9% | -3.8% |
| 6M | +18.8% | -38.8% | +57.6% | +18.5% |
| YTD | +3.9% | -57.8% | +61.7% | +3.1% |
| 1Y | -3.8% | -70.9% | +67.1% | -5.4% |
| All | -12.9% | -14.7% | +1.8% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling