+280.5%
CG vs AVAV
+367.1%
-86.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.9% |
| 3M | -18.2% | -34.1% | +15.9% | -12.2% |
| 6M | -20.7% | -35.3% | +14.6% | -16.1% |
| YTD | -31.4% | -53.4% | +22.0% | -24.1% |
| 1Y | -22.3% | -65.6% | +43.4% | -8.9% |
| 3Y | +50.2% | -5.1% | +55.2% | +34.3% |
| 5Y | -22.1% | +18.5% | -40.6% | -36.3% |
| 10Y | +295.5% | +369.8% | -74.3% | +136.8% |
| All | +280.5% | +367.1% | -86.6% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling