+121.7%
CMS vs AVAV
+361.4%
-239.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.5% | -12.6% | -2.6% |
| 7D | -1.3% | -10.6% | +9.3% | -0.9% |
| 30D | +6.3% | -18.8% | +25.1% | +7.1% |
| 3M | -2.1% | -34.1% | +32.1% | -0.5% |
| 6M | -5.1% | -35.3% | +30.2% | -3.9% |
| YTD | +1.3% | -53.4% | +54.6% | +3.5% |
| 1Y | -1.4% | -65.6% | +64.3% | +2.3% |
| 3Y | +36.9% | -5.1% | +42.0% | +30.6% |
| 5Y | +32.5% | +18.5% | +14.0% | +22.6% |
| All | +121.7% | +361.4% | -239.7% | +114.4% |
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 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