+237.6%
CFG vs AVAV
+361.4%
-123.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.5% | -11.4% | -2.8% |
| 7D | -0.9% | -10.6% | +9.7% | +0.8% |
| 30D | +1.1% | -18.8% | +19.9% | +4.5% |
| 3M | -12.0% | -34.1% | +22.1% | -5.9% |
| 6M | -2.2% | -35.3% | +33.1% | +2.9% |
| YTD | +11.4% | -53.4% | +64.8% | +21.4% |
| 1Y | +27.8% | -65.6% | +93.5% | +47.7% |
| 3Y | +173.3% | -5.1% | +178.4% | +134.3% |
| 5Y | +62.4% | +18.5% | +43.9% | +24.0% |
| All | +237.6% | +361.4% | -123.8% | +61.0% |
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