+51.8%
CAG vs AVAV
+478.6%
-426.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | -3.8% | -2.2% | -1.6% | -3.7% |
| 30D | +3.1% | -13.9% | +17.1% | +3.9% |
| 3M | +23.5% | -29.2% | +52.7% | +25.4% |
| 6M | -14.8% | -36.1% | +21.3% | -13.2% |
| YTD | -5.4% | -40.2% | +34.8% | -4.0% |
| 1Y | -11.8% | -36.2% | +24.4% | -11.3% |
| 3Y | -36.7% | +47.5% | -84.2% | -42.2% |
| 5Y | -40.3% | +39.3% | -79.5% | -46.4% |
| 10Y | -37.0% | +482.6% | -519.6% | -53.5% |
| All | +51.8% | +478.6% | -426.8% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 all: compounded portfolio wealth divided by compounded AVAV 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…
all analysis · Full analysis span regression · 6 months rolling