+715.6%
CMS vs AVAV
+308.3%
+407.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.8% | +9.4% | +0.3% |
| 7D | +1.7% | -24.3% | +26.0% | +3.7% |
| 30D | +8.6% | -28.9% | +37.5% | +11.3% |
| 3M | -0.5% | -39.3% | +38.8% | +3.0% |
| 6M | -4.2% | -38.8% | +34.6% | -1.7% |
| YTD | +3.4% | -57.8% | +61.2% | +8.2% |
| 1Y | +0.4% | -70.9% | +71.3% | +8.2% |
| 3Y | +38.2% | -14.8% | +53.0% | +30.8% |
| 5Y | +35.4% | +7.3% | +28.1% | +22.2% |
| 10Y | +131.7% | +325.3% | -193.7% | +66.9% |
| All | +715.6% | +308.3% | +407.3% | +422.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling