+34.5%
AVAV vs CNI
+6.2%
+28.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -9.9% | +7.6% | -17.6% | -13.1% |
| 3M | -34.7% | +1.9% | -36.6% | -35.4% |
| 6M | -26.6% | +14.8% | -41.4% | -31.7% |
| YTD | -48.9% | +30.5% | -79.4% | -55.9% |
| 1Y | -63.0% | +36.5% | -99.5% | -68.8% |
| 3Y | +1.6% | +20.7% | -19.2% | -11.1% |
| 5Y | +34.5% | +7.0% | +27.5% | +17.7% |
| All | +34.5% | +6.2% | +28.3% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling