+504.5%
AVAV vs CNI
+697.9%
-193.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.2% | -2.1% | -0.1% | -1.2% |
| 30D | -13.9% | -3.3% | -10.7% | -12.5% |
| 3M | -29.2% | +3.8% | -33.0% | -30.9% |
| 6M | -36.1% | +12.7% | -48.8% | -40.4% |
| YTD | -40.2% | +26.3% | -66.5% | -47.5% |
| 1Y | -36.2% | +29.9% | -66.1% | -45.0% |
| 3Y | +47.5% | +15.9% | +31.6% | +32.5% |
| 5Y | +39.3% | +6.9% | +32.3% | +29.5% |
| 10Y | +482.6% | +126.8% | +355.8% | +264.5% |
| All | +504.5% | +697.9% | -193.5% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling