+11.7%
CMI vs AVAV
-68.0%
+79.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -8.3% | +2.6% | -4.9% |
| 7D | -11.2% | -10.1% | -1.1% | -10.2% |
| 30D | -9.8% | -18.7% | +8.9% | -8.0% |
| 3M | -25.5% | -33.0% | +7.5% | -22.7% |
| 6M | -27.7% | -37.2% | +9.5% | -25.1% |
| YTD | -6.6% | -53.2% | +46.6% | +0.5% |
| 1Y | +11.7% | -69.0% | +80.6% | +23.9% |
| All | +11.7% | -68.0% | +79.7% | +23.9% |
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