+120.4%
CMI vs AVAV
+1.7%
+118.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -2.3% |
| 7D | -9.3% | 0.0% | -9.3% | -9.4% |
| 30D | -13.2% | -9.9% | -3.3% | -12.4% |
| 3M | -28.2% | -34.7% | +6.5% | -25.0% |
| 6M | -32.7% | -26.6% | -6.1% | -31.4% |
| YTD | -10.1% | -48.9% | +38.8% | -5.5% |
| 1Y | -4.9% | -63.0% | +58.2% | +3.5% |
| 3Y | +120.4% | +1.6% | +118.8% | +108.4% |
| All | +120.4% | +1.7% | +118.7% | +108.4% |
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