+51.7%
CAG vs AVAV
+407.8%
-356.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.6% | -12.3% | -0.4% |
| 7D | +4.6% | +3.2% | +1.4% | +4.2% |
| 30D | +14.7% | -7.4% | +22.1% | +14.9% |
| 3M | +2.4% | -32.0% | +34.4% | +4.3% |
| 6M | +10.7% | -24.6% | +35.3% | +11.5% |
| YTD | -5.5% | -47.5% | +42.0% | -3.6% |
| 1Y | -4.6% | -61.5% | +56.9% | -0.8% |
| 3Y | -34.4% | +5.5% | -39.9% | -38.6% |
| 5Y | -39.2% | +35.7% | -74.9% | -45.6% |
| 10Y | -39.0% | +379.1% | -418.0% | -54.4% |
| All | +51.7% | +407.8% | -356.2% | +5.5% |
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