-18.4%
CG vs AVAV
+35.3%
-53.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -3.8% | +9.9% | -13.7% | -5.6% |
| 30D | +7.5% | -5.4% | +12.9% | +8.2% |
| 3M | -14.4% | -36.5% | +22.2% | -7.6% |
| 6M | -15.7% | -25.3% | +9.6% | -13.4% |
| YTD | -29.0% | -48.6% | +19.6% | -23.1% |
| 1Y | -22.1% | -62.1% | +40.0% | -10.7% |
| 3Y | +49.1% | +2.3% | +46.8% | +27.4% |
| 5Y | -18.4% | +35.4% | -53.8% | -40.7% |
| All | -18.4% | +35.3% | -53.7% | -40.7% |
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