+208.5%
CFG vs AVAV
+315.4%
-106.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +1.1% |
| 7D | +3.2% | +4.2% | -1.0% | +2.3% |
| 30D | +5.1% | -2.6% | +7.7% | +5.1% |
| 3M | -11.2% | -38.0% | +26.7% | -4.1% |
| 6M | +9.6% | -27.0% | +36.6% | +12.6% |
| YTD | +15.0% | -51.4% | +66.4% | +24.2% |
| 1Y | +29.9% | -60.2% | +90.1% | +45.4% |
| 3Y | +192.1% | -6.7% | +198.7% | +152.1% |
| 5Y | +62.3% | +28.3% | +34.0% | +21.9% |
| All | +208.5% | +315.4% | -106.9% | +58.9% |
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 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