+495.9%
CMI vs AVAV
+520.8%
-24.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.5% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | -12.8% | -25.0% | +12.2% | -9.2% |
| 3M | -12.4% | -15.0% | +2.5% | -11.4% |
| 6M | -0.9% | -33.6% | +32.7% | +3.2% |
| YTD | +8.9% | -39.2% | +48.1% | +13.4% |
| 1Y | +37.7% | -40.5% | +78.2% | +42.6% |
| 3Y | +148.9% | +29.6% | +119.3% | +118.5% |
| 5Y | +164.4% | +56.7% | +107.7% | +116.2% |
| All | +495.9% | +520.8% | -24.9% | +231.6% |
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