-40.7%
AVAV vs CAI
-6.6%
-34.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.1% | +13.5% | +11.2% |
| 7D | -10.6% | -26.5% | +15.9% | -4.4% |
| 30D | -18.8% | -6.9% | -11.9% | -17.5% |
| 3M | -34.1% | +26.1% | -60.3% | -38.0% |
| 6M | -35.3% | +31.9% | -67.2% | -41.2% |
| YTD | -53.4% | -6.5% | -46.9% | -55.9% |
| 1Y | -65.6% | +2.5% | -68.2% | -67.7% |
| All | -40.7% | -6.6% | -34.1% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling