+64.0%
CFG vs AVAV
+7.1%
+56.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.8% | +6.7% | -2.1% |
| 7D | -2.2% | -24.3% | +22.2% | +0.7% |
| 30D | +0.4% | -28.9% | +29.3% | +3.9% |
| 3M | -12.6% | -39.3% | +26.7% | -8.1% |
| 6M | +0.6% | -38.8% | +39.4% | +4.5% |
| YTD | +12.4% | -57.8% | +70.2% | +19.8% |
| 1Y | +27.7% | -70.9% | +98.6% | +42.5% |
| 3Y | +172.4% | -14.8% | +187.2% | +148.6% |
| 5Y | +64.0% | +7.3% | +56.7% | +66.0% |
| All | +64.0% | +7.1% | +56.9% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling