+142.8%
CI vs AVAV
+315.4%
-172.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.5% |
| 7D | +1.2% | +4.2% | -3.1% | +0.7% |
| 30D | +2.6% | -2.6% | +5.1% | +2.5% |
| 3M | +7.4% | -38.0% | +45.4% | +11.4% |
| 6M | -0.1% | -27.0% | +26.9% | +1.1% |
| YTD | +9.7% | -51.4% | +61.2% | +13.8% |
| 1Y | +12.1% | -60.2% | +72.4% | +18.4% |
| 3Y | +7.0% | -6.7% | +13.7% | -0.2% |
| 5Y | +49.7% | +28.3% | +21.4% | +29.3% |
| All | +142.8% | +315.4% | -172.6% | +73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling