+2,970.1%
CMG vs AVAV
+394.0%
+2,576.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.9% |
| 7D | +8.0% | 0.0% | +8.0% | +7.6% |
| 30D | +13.7% | -9.9% | +23.6% | +14.9% |
| 3M | +11.8% | -34.7% | +46.5% | +17.8% |
| 6M | +10.6% | -26.6% | +37.2% | +12.7% |
| YTD | -2.9% | -48.9% | +46.0% | +2.9% |
| 1Y | +17.8% | -63.0% | +80.9% | +30.5% |
| 3Y | -15.3% | +1.6% | -16.9% | -23.2% |
| 5Y | -0.9% | +34.5% | -35.4% | -17.1% |
| 10Y | +358.4% | +359.3% | -0.9% | +192.7% |
| All | +2,970.1% | +394.0% | +2,576.1% | +1,656.5% |
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 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