-65.6%
AVAV vs CRL
+101.2%
-166.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +7.8% | +2.6% | +7.7% |
| 7D | -10.6% | -6.1% | -4.5% | -8.9% |
| 30D | -18.8% | +12.4% | -31.2% | -21.3% |
| 3M | -34.1% | +27.1% | -61.2% | -38.7% |
| 6M | -35.3% | +85.7% | -121.1% | -47.4% |
| YTD | -53.4% | +69.2% | -122.6% | -61.3% |
| 1Y | -65.6% | +97.5% | -163.2% | -72.7% |
| All | -65.6% | +101.2% | -166.9% | -72.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling