+40.4%
AVAV vs CPB
-39.5%
+79.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -2.1% |
| 7D | -2.2% | -8.6% | +6.4% | -3.2% |
| 30D | -13.9% | -7.2% | -6.7% | -14.6% |
| 3M | -29.2% | +0.9% | -30.1% | -29.0% |
| 6M | -36.1% | -11.8% | -24.3% | -37.1% |
| YTD | -40.2% | -19.4% | -20.8% | -41.9% |
| 1Y | -36.2% | -30.4% | -5.8% | -38.9% |
| 3Y | +47.5% | -40.2% | +87.7% | +38.7% |
| All | +40.4% | -39.5% | +79.9% | +29.2% |
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