+29.9%
CFG vs AVAV
-62.9%
+92.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +0.7% |
| 7D | +3.2% | +4.2% | -1.0% | +3.0% |
| 30D | +5.1% | -2.6% | +7.7% | +5.2% |
| 3M | -11.2% | -38.0% | +26.7% | -9.7% |
| 6M | +9.6% | -27.0% | +36.6% | +10.5% |
| YTD | +15.0% | -51.4% | +66.4% | +17.0% |
| 1Y | +29.9% | -60.2% | +90.1% | +29.7% |
| All | +29.9% | -62.9% | +92.8% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling