-40.5%
AVAV vs CNI
+31.9%
-72.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.6% |
| 7D | -0.1% | -1.1% | +1.0% | +0.2% |
| 30D | -25.0% | -3.5% | -21.4% | -24.3% |
| 3M | -15.0% | +2.2% | -17.2% | -15.1% |
| 6M | -33.6% | +15.1% | -48.7% | -36.2% |
| YTD | -39.2% | +24.7% | -63.9% | -43.8% |
| 1Y | -40.5% | +33.4% | -73.8% | -44.1% |
| All | -40.5% | +31.9% | -72.4% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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