+40.4%
AVAV vs CRL
-35.5%
+76.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.3% |
| 7D | -2.2% | -1.0% | -1.2% | -2.0% |
| 30D | -13.9% | +10.7% | -24.6% | -16.2% |
| 3M | -29.2% | +55.3% | -84.5% | -37.0% |
| 6M | -36.1% | +60.7% | -96.8% | -44.1% |
| YTD | -40.2% | +44.6% | -84.8% | -46.3% |
| 1Y | -36.2% | +77.7% | -114.0% | -45.7% |
| 3Y | +47.5% | +37.6% | +9.9% | +29.5% |
| All | +40.4% | -35.5% | +76.0% | +16.2% |
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 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