+504.5%
AVAV vs CPB
+5.0%
+499.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.1% |
| 7D | -2.2% | -8.6% | +6.4% | -0.6% |
| 30D | -13.9% | -7.2% | -6.7% | -12.8% |
| 3M | -29.2% | +0.9% | -30.1% | -29.6% |
| 6M | -36.1% | -11.8% | -24.3% | -34.8% |
| YTD | -40.2% | -19.4% | -20.8% | -38.2% |
| 1Y | -36.2% | -30.4% | -5.8% | -32.2% |
| 3Y | +47.5% | -40.2% | +87.7% | +58.0% |
| 5Y | +39.3% | -39.5% | +78.8% | +45.1% |
| 10Y | +482.6% | -47.4% | +529.9% | +512.8% |
| All | +504.5% | +5.0% | +499.4% | +333.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling