+41.9%
CMI vs AVAV
-39.1%
+81.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.0% |
| 7D | -0.7% | -2.2% | +1.5% | -0.5% |
| 30D | -13.4% | -13.9% | +0.5% | -12.2% |
| 3M | -17.0% | -29.2% | +12.2% | -14.5% |
| 6M | -1.6% | -36.1% | +34.5% | +1.8% |
| YTD | +11.0% | -40.2% | +51.2% | +15.6% |
| 1Y | +41.9% | -36.2% | +78.1% | +41.5% |
| All | +41.9% | -39.1% | +81.0% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling