-20.9%
CG vs AVAV
+18.1%
-39.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.5% | -11.1% | -2.6% |
| 7D | -1.2% | -10.6% | +9.4% | +0.6% |
| 30D | +5.0% | -18.8% | +23.8% | +8.7% |
| 3M | -18.2% | -34.1% | +15.9% | -12.4% |
| 6M | -20.7% | -35.3% | +14.6% | -16.3% |
| YTD | -31.4% | -53.4% | +22.0% | -24.3% |
| 1Y | -22.3% | -65.6% | +43.4% | -9.2% |
| 3Y | +50.2% | -5.1% | +55.2% | +29.9% |
| All | -20.9% | +18.1% | -39.0% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling