-1.9%
CMI vs AVAV
-62.9%
+61.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.4% |
| 7D | +0.5% | +4.2% | -3.8% | -0.1% |
| 30D | -14.0% | -2.6% | -11.5% | -13.9% |
| 3M | -28.1% | -38.0% | +9.8% | -24.8% |
| 6M | -35.8% | -27.0% | -8.8% | -34.7% |
| YTD | -10.5% | -51.4% | +40.9% | -4.2% |
| 1Y | -1.9% | -60.2% | +58.4% | +3.8% |
| All | -1.9% | -62.9% | +61.1% | +3.8% |
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