+27.7%
AVAV vs CRL
-12.1%
+39.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | +4.2% | +0.1% | +4.1% | +4.3% |
| 30D | -2.6% | +11.9% | -14.5% | -5.1% |
| 3M | -38.0% | +20.2% | -58.1% | -40.9% |
| 6M | -27.0% | +107.5% | -134.5% | -40.0% |
| YTD | -51.4% | +69.4% | -120.8% | -58.3% |
| 1Y | -60.2% | +99.7% | -160.0% | -67.3% |
| 3Y | -6.7% | +98.8% | -105.4% | -27.0% |
| All | +27.7% | -12.1% | +39.8% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling