+320.3%
CFG vs AVAV
+244.5%
+75.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.8% | +6.7% | -1.3% |
| 7D | -2.2% | -24.3% | +22.2% | +2.8% |
| 30D | +0.4% | -28.9% | +29.3% | +6.6% |
| 3M | -12.6% | -39.3% | +26.7% | -4.8% |
| 6M | +0.6% | -38.8% | +39.4% | +7.2% |
| YTD | +12.4% | -57.8% | +70.2% | +25.2% |
| 1Y | +27.7% | -70.9% | +98.6% | +52.9% |
| 3Y | +172.4% | -14.8% | +187.2% | +139.4% |
| 5Y | +64.0% | +7.3% | +56.7% | +28.1% |
| 10Y | +252.8% | +325.3% | -72.5% | +78.7% |
| All | +320.3% | +244.5% | +75.8% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling