+180.1%
CLX vs AVAV
+308.3%
-128.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.8% | +10.4% | +1.0% |
| 7D | +12.4% | -24.3% | +36.8% | +13.9% |
| 30D | +21.1% | -28.9% | +50.0% | +23.0% |
| 3M | -3.3% | -39.3% | +35.9% | -1.2% |
| 6M | +18.8% | -38.8% | +57.6% | +20.8% |
| YTD | +3.9% | -57.8% | +61.7% | +6.9% |
| 1Y | -3.8% | -70.9% | +67.1% | +0.8% |
| 3Y | -10.5% | -14.8% | +4.3% | -13.8% |
| 5Y | -26.7% | +7.3% | -34.0% | -31.6% |
| 10Y | +19.9% | +325.3% | -305.4% | -3.0% |
| All | +180.1% | +308.3% | -128.2% | +104.1% |
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 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