+122.4%
CF vs AVAV
+7.1%
+115.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -9.8% | +16.0% | +6.7% |
| 7D | +0.4% | -24.3% | +24.7% | +1.8% |
| 30D | +2.2% | -28.9% | +31.1% | +3.9% |
| 3M | +2.1% | -39.3% | +41.4% | +4.6% |
| 6M | -6.5% | -38.8% | +32.2% | -5.0% |
| YTD | +55.6% | -57.8% | +113.4% | +60.7% |
| 1Y | +42.3% | -70.9% | +113.2% | +51.7% |
| 3Y | +55.7% | -14.8% | +70.5% | +45.5% |
| 5Y | +122.4% | +7.3% | +115.1% | +108.9% |
| All | +122.4% | +7.1% | +115.3% | +108.9% |
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