+50.2%
CG vs AVAV
-5.8%
+56.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.5% | -11.1% | -2.2% |
| 7D | -1.2% | -10.6% | +9.4% | +0.3% |
| 30D | +5.0% | -18.8% | +23.8% | +8.1% |
| 3M | -18.2% | -34.1% | +15.9% | -13.5% |
| 6M | -20.7% | -35.3% | +14.6% | -17.2% |
| YTD | -31.4% | -53.4% | +22.0% | -25.4% |
| 1Y | -22.3% | -65.6% | +43.4% | -11.7% |
| 3Y | +50.2% | -5.1% | +55.2% | +30.0% |
| All | +50.2% | -5.8% | +56.0% | +30.0% |
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 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