+53.0%
AVAV vs CNI
+10.3%
+42.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.6% | -5.0% |
| 7D | -3.2% | +0.9% | -4.0% | -3.5% |
| 30D | -25.6% | -2.1% | -23.5% | -24.8% |
| 3M | -20.2% | +1.8% | -22.1% | -21.1% |
| 6M | -38.1% | +14.8% | -52.9% | -42.4% |
| YTD | -41.8% | +25.4% | -67.2% | -48.4% |
| 1Y | -39.0% | +32.9% | -72.0% | -47.7% |
| 3Y | +24.1% | +20.2% | +3.9% | +8.8% |
| 5Y | +53.0% | +12.2% | +40.9% | +38.1% |
| All | +53.0% | +10.3% | +42.7% | +38.1% |
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 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