+446.1%
AVAV vs CPAY
+1,565.5%
-1,119.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.5% |
| 7D | -2.2% | +2.1% | -4.3% | -2.9% |
| 30D | -13.9% | +5.5% | -19.5% | -15.7% |
| 3M | -29.2% | +16.6% | -45.8% | -33.2% |
| 6M | -36.1% | +26.7% | -62.8% | -41.9% |
| YTD | -40.2% | +38.4% | -78.6% | -47.7% |
| 1Y | -36.2% | +30.1% | -66.4% | -43.5% |
| 3Y | +47.5% | +52.6% | -5.1% | +19.6% |
| 5Y | +39.3% | +59.0% | -19.7% | +8.9% |
| 10Y | +482.6% | +148.4% | +334.2% | +270.9% |
| All | +446.1% | +1,565.5% | -1,119.4% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling