-5.1%
AVAV vs CRL
+86.4%
-91.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +7.8% | +2.6% | +8.6% |
| 7D | -10.6% | -6.1% | -4.5% | -9.2% |
| 30D | -18.8% | +12.4% | -31.2% | -20.7% |
| 3M | -34.1% | +27.1% | -61.2% | -37.5% |
| 6M | -35.3% | +85.7% | -121.1% | -43.8% |
| YTD | -53.4% | +69.2% | -122.6% | -59.0% |
| 1Y | -65.6% | +97.5% | -163.2% | -70.7% |
| 3Y | -5.1% | +86.1% | -91.2% | -15.2% |
| All | -5.1% | +86.4% | -91.5% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling