+2,901.6%
CF vs AVAV
+308.3%
+2,593.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -9.8% | +16.0% | +7.9% |
| 7D | +0.4% | -24.3% | +24.7% | +5.3% |
| 30D | +2.2% | -28.9% | +31.1% | +8.2% |
| 3M | +2.1% | -39.3% | +41.4% | +10.6% |
| 6M | -6.5% | -38.8% | +32.2% | -1.3% |
| YTD | +55.6% | -57.8% | +113.4% | +71.7% |
| 1Y | +42.3% | -70.9% | +113.2% | +68.7% |
| 3Y | +55.7% | -14.8% | +70.5% | +36.1% |
| 5Y | +122.4% | +7.3% | +115.1% | +72.4% |
| 10Y | +568.5% | +325.3% | +243.2% | +228.7% |
| All | +2,901.6% | +308.3% | +2,593.3% | +1,186.4% |
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