+563.4%
CF vs AVAV
+317.7%
+245.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -9.8% | +16.0% | +7.5% |
| 7D | +0.4% | -24.3% | +24.7% | +4.0% |
| 30D | +2.2% | -28.9% | +31.1% | +6.6% |
| 3M | +2.1% | -39.3% | +41.4% | +8.3% |
| 6M | -6.5% | -38.8% | +32.2% | -2.7% |
| YTD | +55.6% | -57.8% | +113.4% | +67.6% |
| 1Y | +42.3% | -70.9% | +113.2% | +62.7% |
| 3Y | +55.7% | -14.8% | +70.5% | +37.7% |
| 5Y | +122.4% | +7.3% | +115.1% | +76.9% |
| All | +563.4% | +317.7% | +245.7% | +245.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling