+54.3%
CDE vs AVAV
+520.8%
-466.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.5% | -7.6% | -4.2% |
| 7D | -6.1% | -0.1% | -6.0% | -6.2% |
| 30D | +9.5% | -25.0% | +34.4% | +17.1% |
| 3M | +32.0% | -15.0% | +46.9% | +35.1% |
| 6M | -12.8% | -33.6% | +20.8% | -5.8% |
| YTD | +14.2% | -39.2% | +53.4% | +24.1% |
| 1Y | +36.3% | -40.5% | +76.8% | +47.2% |
| 3Y | +821.4% | +29.6% | +791.8% | +672.6% |
| 5Y | +194.3% | +56.7% | +137.6% | +124.6% |
| All | +54.3% | +520.8% | -466.5% | -5.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling