+359.3%
AVAV vs CRL
+353.6%
+5.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.0% |
| 7D | 0.0% | -1.7% | +1.7% | +1.0% |
| 30D | -9.9% | +14.6% | -24.5% | -13.8% |
| 3M | -34.7% | +24.8% | -59.5% | -39.5% |
| 6M | -26.6% | +94.7% | -121.3% | -41.8% |
| YTD | -48.9% | +73.4% | -122.3% | -58.5% |
| 1Y | -63.0% | +104.7% | -167.7% | -71.7% |
| 3Y | +1.6% | +101.1% | -99.5% | -27.4% |
| 5Y | +34.5% | -10.8% | +45.3% | +29.2% |
| 10Y | +359.3% | +358.8% | +0.5% | +80.2% |
| All | +359.3% | +353.6% | +5.7% | +80.2% |
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