+5.5%
AVAV vs CPB
-35.0%
+40.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.2% | +13.8% | +12.4% |
| 7D | +3.2% | +3.3% | -0.1% | +4.0% |
| 30D | -7.4% | +19.0% | -26.4% | -4.3% |
| 3M | -32.0% | +0.4% | -32.5% | -31.7% |
| 6M | -24.6% | +13.0% | -37.5% | -22.2% |
| YTD | -47.5% | -12.7% | -34.8% | -49.4% |
| 1Y | -61.5% | -20.9% | -40.6% | -63.7% |
| 3Y | +5.5% | -35.4% | +40.9% | +4.7% |
| All | +5.5% | -35.0% | +40.5% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling