+379.1%
AVAV vs CRL
+400.8%
-21.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.7% | +7.9% | +11.0% |
| 7D | +3.2% | +4.4% | -1.2% | +2.1% |
| 30D | -7.4% | +17.1% | -24.5% | -12.0% |
| 3M | -32.0% | +32.1% | -64.1% | -38.2% |
| 6M | -24.6% | +98.9% | -123.5% | -40.7% |
| YTD | -47.5% | +77.1% | -124.6% | -57.6% |
| 1Y | -61.5% | +110.3% | -171.7% | -70.8% |
| 3Y | +5.5% | +108.5% | -103.0% | -25.7% |
| 5Y | +35.7% | -7.9% | +43.6% | +28.7% |
| 10Y | +379.1% | +368.9% | +10.2% | +86.8% |
| All | +379.1% | +400.8% | -21.7% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling