+362.4%
CFG vs AVAV
+388.2%
-25.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.3% |
| 7D | +1.5% | -2.2% | +3.8% | +2.0% |
| 30D | -3.8% | -13.9% | +10.1% | -1.4% |
| 3M | +11.5% | -29.2% | +40.7% | +17.0% |
| 6M | +19.2% | -36.1% | +55.3% | +26.2% |
| YTD | +23.7% | -40.2% | +63.9% | +29.7% |
| 1Y | +38.8% | -36.2% | +75.1% | +41.4% |
| 3Y | +178.9% | +47.5% | +131.4% | +118.4% |
| 5Y | +101.8% | +39.3% | +62.5% | +51.5% |
| 10Y | +317.3% | +482.6% | -165.3% | +100.3% |
| All | +362.4% | +388.2% | -25.8% | +122.2% |
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