+19.6%
AVAV vs CPB
-31.3%
+50.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.3% | +11.7% | +10.3% |
| 7D | -10.6% | +8.0% | -18.6% | -9.6% |
| 30D | -18.8% | +22.4% | -41.2% | -16.8% |
| 3M | -34.1% | +2.5% | -36.6% | -33.7% |
| 6M | -35.3% | +12.2% | -47.6% | -34.1% |
| YTD | -53.4% | -12.8% | -40.6% | -54.2% |
| 1Y | -65.6% | -19.2% | -46.5% | -66.6% |
| 3Y | -5.1% | -35.6% | +30.5% | -9.7% |
| All | +19.6% | -31.3% | +50.9% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling