+101.0%
CB vs AVAV
+39.7%
+61.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.9% |
| 7D | +0.5% | -2.2% | +2.7% | +0.6% |
| 30D | -3.1% | -13.9% | +10.8% | -2.8% |
| 3M | +9.0% | -29.2% | +38.2% | +9.8% |
| 6M | +2.9% | -36.1% | +39.0% | +3.9% |
| YTD | +10.1% | -40.2% | +50.3% | +10.8% |
| 1Y | +22.8% | -36.2% | +59.0% | +22.8% |
| 3Y | +73.8% | +47.5% | +26.3% | +59.9% |
| All | +101.0% | +39.7% | +61.3% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling