-36.2%
AVAV vs CAI
-31.3%
-5.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.5% |
| 7D | -2.2% | -2.2% | 0.0% | -1.6% |
| 30D | -13.9% | +52.4% | -66.3% | -24.5% |
| 3M | -29.2% | +45.1% | -74.3% | -37.3% |
| 6M | -36.1% | +26.2% | -62.4% | -42.9% |
| YTD | -40.2% | -7.1% | -33.1% | -41.8% |
| 1Y | -36.2% | -31.0% | -5.2% | -30.4% |
| All | -36.2% | -31.3% | -5.0% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling