+47.1%
CAG vs AVAV
+397.6%
-350.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.4% |
| 7D | -1.8% | +9.9% | -11.6% | -2.4% |
| 30D | +9.7% | -5.4% | +15.1% | +9.8% |
| 3M | +0.5% | -36.5% | +37.0% | +2.8% |
| 6M | +8.9% | -25.3% | +34.2% | +9.8% |
| YTD | -8.4% | -48.6% | +40.2% | -6.4% |
| 1Y | -8.3% | -62.1% | +53.8% | -4.6% |
| 3Y | -36.1% | +2.3% | -38.4% | -40.1% |
| 5Y | -40.1% | +35.4% | -75.5% | -46.5% |
| 10Y | -36.9% | +345.1% | -382.0% | -52.5% |
| All | +47.1% | +397.6% | -350.5% | +2.4% |
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