-1.9%
AVAV vs CRL
+102.5%
-104.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.2% |
| 7D | 0.0% | -1.7% | +1.7% | +0.6% |
| 30D | -9.9% | +14.6% | -24.5% | -12.4% |
| 3M | -34.7% | +24.8% | -59.5% | -37.8% |
| 6M | -26.6% | +94.7% | -121.3% | -36.8% |
| YTD | -48.9% | +73.4% | -122.3% | -55.3% |
| 1Y | -63.0% | +104.7% | -167.7% | -68.6% |
| All | -1.9% | +102.5% | -104.4% | -13.7% |
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 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