-66.0%
CDE vs AVAV
+394.0%
-460.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.7% | -4.3% | -6.3% |
| 7D | +14.0% | 0.0% | +14.0% | +13.5% |
| 30D | -10.7% | -9.9% | -0.8% | -8.8% |
| 3M | -15.8% | -34.7% | +19.0% | -7.0% |
| 6M | -17.5% | -26.6% | +9.1% | -13.0% |
| YTD | -14.1% | -48.9% | +34.8% | -2.8% |
| 1Y | +2.9% | -63.0% | +65.9% | +26.0% |
| 3Y | +625.5% | +1.6% | +623.9% | +538.2% |
| 5Y | +117.1% | +34.5% | +82.6% | +67.9% |
| 10Y | +52.9% | +359.3% | -306.4% | -23.1% |
| All | -66.0% | +394.0% | -460.0% | -85.6% |
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 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