+31.1%
AVAV vs CRL
+37.9%
-6.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.5% | +3.4% |
| 7D | +3.2% | -0.6% | +3.8% | +3.3% |
| 30D | -20.3% | +5.0% | -25.3% | -21.2% |
| 3M | -19.4% | +50.6% | -70.0% | -26.5% |
| 6M | -35.3% | +60.9% | -96.2% | -42.1% |
| YTD | -38.5% | +40.7% | -79.2% | -43.6% |
| 1Y | -37.2% | +73.3% | -110.5% | -44.6% |
| 3Y | +31.1% | +40.6% | -9.5% | +21.4% |
| All | +31.1% | +37.9% | -6.8% | +21.4% |
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