+335.9%
CMI vs AVAV
+360.4%
-24.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | -1.8% | +9.9% | -11.7% | -3.3% |
| 30D | -12.2% | -5.4% | -6.8% | -11.8% |
| 3M | -26.5% | -36.5% | +10.0% | -22.1% |
| 6M | -33.6% | -25.3% | -8.4% | -32.2% |
| YTD | -8.3% | -48.6% | +40.3% | -2.6% |
| 1Y | -1.3% | -62.1% | +60.8% | +9.3% |
| 3Y | +124.8% | +2.3% | +122.5% | +104.3% |
| 5Y | +119.9% | +35.4% | +84.5% | +83.5% |
| 10Y | +335.9% | +345.1% | -9.2% | +179.2% |
| All | +335.9% | +360.4% | -24.5% | +179.2% |
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