+35.4%
AVAV vs CRL
-12.2%
+47.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | +9.9% | +5.0% | +4.8% | +8.7% |
| 30D | -5.4% | +13.5% | -18.9% | -8.3% |
| 3M | -36.5% | +21.5% | -58.1% | -39.8% |
| 6M | -25.3% | +103.4% | -128.7% | -38.2% |
| YTD | -48.6% | +71.8% | -120.4% | -56.0% |
| 1Y | -62.1% | +97.5% | -159.6% | -68.8% |
| 3Y | +2.3% | +99.2% | -96.9% | -20.0% |
| 5Y | +35.4% | -12.1% | +47.5% | -10.5% |
| All | +35.4% | -12.2% | +47.6% | -10.5% |
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