+511.2%
AVAV vs CPAY
+155.3%
+355.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.9% | +4.2% |
| 7D | -0.1% | -2.7% | +2.6% | +0.8% |
| 30D | -25.0% | +0.6% | -25.5% | -25.2% |
| 3M | -15.0% | +17.0% | -32.0% | -19.9% |
| 6M | -33.6% | +24.1% | -57.8% | -39.1% |
| YTD | -39.2% | +35.7% | -74.9% | -46.4% |
| 1Y | -40.5% | +34.0% | -74.5% | -47.7% |
| 3Y | +29.6% | +50.3% | -20.7% | +5.3% |
| 5Y | +56.7% | +56.7% | +0.1% | +22.2% |
| All | +511.2% | +155.3% | +355.9% | +293.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling