-14.1%
AVAV vs CPB
-35.1%
+21.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.7% | -10.6% | -9.7% |
| 7D | -24.3% | +11.6% | -35.9% | -22.6% |
| 30D | -28.9% | +23.3% | -52.2% | -26.0% |
| 3M | -39.3% | +1.6% | -40.9% | -38.9% |
| 6M | -38.8% | +13.9% | -52.7% | -36.8% |
| YTD | -57.8% | -11.7% | -46.1% | -59.2% |
| 1Y | -70.9% | -18.2% | -52.7% | -72.4% |
| All | -14.1% | -35.1% | +21.1% | -13.6% |
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