+49.9%
CG vs AVAV
+1.8%
+48.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -3.8% | +9.9% | -13.7% | -5.3% |
| 30D | +7.5% | -5.4% | +12.9% | +8.1% |
| 3M | -14.4% | -36.5% | +22.2% | -8.9% |
| 6M | -15.7% | -25.3% | +9.6% | -13.9% |
| YTD | -29.0% | -48.6% | +19.6% | -24.0% |
| 1Y | -22.1% | -62.1% | +40.0% | -12.9% |
| All | +49.9% | +1.8% | +48.1% | +34.3% |
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