-61.5%
AVAV vs CAI
-3.0%
-58.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +9.9% | -26.3% | +36.1% | +19.3% |
| 30D | -5.4% | -17.5% | +12.1% | -0.3% |
| 3M | -36.5% | +5.8% | -42.4% | -38.5% |
| 6M | -25.3% | +53.6% | -78.9% | -36.1% |
| YTD | -48.6% | -9.2% | -39.3% | -50.5% |
| All | -61.5% | -3.0% | -58.5% | -64.5% |
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