+175.9%
CFG vs AVAV
-14.7%
+190.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.8% | +6.7% | -2.2% |
| 7D | -2.2% | -24.3% | +22.2% | +0.4% |
| 30D | +0.4% | -28.9% | +29.3% | +3.6% |
| 3M | -12.6% | -39.3% | +26.7% | -8.6% |
| 6M | +0.6% | -38.8% | +39.4% | +4.1% |
| YTD | +12.4% | -57.8% | +70.2% | +19.0% |
| 1Y | +27.7% | -70.9% | +98.6% | +41.8% |
| All | +175.9% | -14.7% | +190.6% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling