+764.5%
CB vs AVAV
+478.6%
+285.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.7% |
| 7D | +0.5% | -2.2% | +2.7% | +0.8% |
| 30D | -3.1% | -13.9% | +10.8% | -1.5% |
| 3M | +9.0% | -29.2% | +38.2% | +12.6% |
| 6M | +2.9% | -36.1% | +39.0% | +6.8% |
| YTD | +10.1% | -40.2% | +50.3% | +13.5% |
| 1Y | +22.8% | -36.2% | +59.0% | +24.2% |
| 3Y | +73.8% | +47.5% | +26.3% | +45.9% |
| 5Y | +99.2% | +39.3% | +59.9% | +61.7% |
| 10Y | +218.2% | +482.6% | -264.3% | +81.2% |
| All | +764.5% | +478.6% | +285.9% | +321.0% |
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