+50.7%
CF vs AVAV
-63.5%
+114.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +2.5% |
| 7D | +4.8% | 0.0% | +4.8% | +4.9% |
| 30D | +9.7% | -9.9% | +19.6% | +9.6% |
| 3M | +1.2% | -34.7% | +36.0% | +0.7% |
| 6M | +7.4% | -26.6% | +34.0% | +7.1% |
| YTD | +60.5% | -48.9% | +109.5% | +58.8% |
| 1Y | +50.7% | -63.0% | +113.8% | +51.2% |
| All | +50.7% | -63.5% | +114.2% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling