+154.1%
CMI vs AVAV
+31.0%
+123.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.2% |
| 7D | +1.9% | +3.2% | -1.3% | +1.5% |
| 30D | -12.5% | -20.3% | +7.8% | -10.3% |
| 3M | -16.2% | -19.4% | +3.2% | -14.9% |
| 6M | +4.9% | -35.3% | +40.1% | +8.5% |
| YTD | +11.1% | -38.5% | +49.6% | +14.8% |
| 1Y | +43.4% | -37.2% | +80.6% | +46.5% |
| 3Y | +154.1% | +31.1% | +123.0% | +132.4% |
| All | +154.1% | +31.0% | +123.1% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling