+112.0%
CF vs AVAV
+18.1%
+93.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.5% | -9.8% | +0.2% |
| 7D | -3.2% | -10.6% | +7.4% | -2.7% |
| 30D | +4.3% | -18.8% | +23.1% | +5.3% |
| 3M | +2.8% | -34.1% | +36.9% | +4.9% |
| 6M | +0.6% | -35.3% | +35.9% | +2.1% |
| YTD | +56.6% | -53.4% | +110.0% | +61.0% |
| 1Y | +49.6% | -65.6% | +115.3% | +57.7% |
| 3Y | +61.5% | -5.1% | +66.6% | +49.8% |
| All | +112.0% | +18.1% | +93.9% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling