+325.9%
CMG vs AVAV
+315.4%
+10.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.1% | +0.7% |
| 7D | +2.5% | +4.2% | -1.8% | +1.9% |
| 30D | +15.6% | -2.6% | +18.2% | +15.5% |
| 3M | +8.2% | -38.0% | +46.1% | +14.1% |
| 6M | +9.9% | -27.0% | +36.9% | +11.7% |
| YTD | -4.6% | -51.4% | +46.8% | +1.1% |
| 1Y | +12.4% | -60.2% | +72.7% | +22.1% |
| 3Y | -18.0% | -6.7% | -11.3% | -24.3% |
| 5Y | -5.3% | +28.3% | -33.6% | -19.6% |
| All | +325.9% | +315.4% | +10.5% | +229.0% |
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 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