+492.8%
CEG vs AVAV
+73.0%
+419.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.8% | +7.4% | -0.3% |
| 7D | -9.4% | -24.3% | +14.9% | -3.8% |
| 30D | -20.2% | -28.9% | +8.7% | -14.2% |
| 3M | -9.5% | -39.3% | +29.8% | +0.3% |
| 6M | -25.0% | -38.8% | +13.8% | -19.1% |
| YTD | -31.9% | -57.8% | +25.9% | -22.2% |
| 1Y | -33.7% | -70.9% | +37.2% | -16.5% |
| 3Y | +108.7% | -14.8% | +123.5% | +89.0% |
| All | +492.8% | +73.0% | +419.7% | +355.6% |
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