-5.0%
CMG vs AVAV
+31.0%
-36.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.2% |
| 7D | -1.5% | +3.2% | -4.7% | -1.7% |
| 30D | +12.7% | -20.3% | +33.0% | +14.7% |
| 3M | +26.3% | -19.4% | +45.7% | +27.7% |
| 6M | +4.5% | -35.3% | +39.8% | +7.4% |
| YTD | -0.1% | -38.5% | +38.4% | +2.6% |
| 1Y | -6.8% | -37.2% | +30.4% | -4.0% |
| 3Y | -5.0% | +31.1% | -36.1% | -11.5% |
| All | -5.0% | +31.0% | -36.0% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling