+499.0%
AVAV vs CRL
+255.5%
+243.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.2% |
| 7D | -2.2% | -1.0% | -1.2% | -1.9% |
| 30D | -13.9% | +10.7% | -24.6% | -16.9% |
| 3M | -29.2% | +55.3% | -84.5% | -39.5% |
| 6M | -36.1% | +60.7% | -96.8% | -46.6% |
| YTD | -40.2% | +44.6% | -84.8% | -48.3% |
| 1Y | -36.2% | +77.7% | -114.0% | -48.9% |
| 3Y | +47.5% | +37.6% | +9.9% | +21.2% |
| 5Y | +39.3% | -35.8% | +75.1% | +51.0% |
| All | +499.0% | +255.5% | +243.5% | +158.0% |
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