+290.3%
CG vs AVAV
+361.4%
-71.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.5% | -11.1% | -2.7% |
| 7D | -1.2% | -10.6% | +9.4% | +0.7% |
| 30D | +5.0% | -18.8% | +23.8% | +9.0% |
| 3M | -18.2% | -34.1% | +15.9% | -12.1% |
| 6M | -20.7% | -35.3% | +14.6% | -16.0% |
| YTD | -31.4% | -53.4% | +22.0% | -23.9% |
| 1Y | -22.3% | -65.6% | +43.4% | -8.6% |
| 3Y | +50.2% | -5.1% | +55.2% | +32.9% |
| 5Y | -22.1% | +18.5% | -40.6% | -37.3% |
| All | +290.3% | +361.4% | -71.1% | +163.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling