+248.2%
CB vs AVAV
+361.4%
-113.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.5% | -12.2% | -2.6% |
| 7D | +0.2% | -10.6% | +10.8% | +1.0% |
| 30D | +9.1% | -18.8% | +27.9% | +10.7% |
| 3M | +3.4% | -34.1% | +37.5% | +6.5% |
| 6M | +14.1% | -35.3% | +49.4% | +16.7% |
| YTD | +18.0% | -53.4% | +71.4% | +22.5% |
| 1Y | +30.1% | -65.6% | +95.8% | +39.2% |
| 3Y | +71.8% | -5.1% | +76.8% | +56.2% |
| 5Y | +101.8% | +18.5% | +83.3% | +71.8% |
| All | +248.2% | +361.4% | -113.2% | +146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling