+91.7%
CNC vs AVAV
+478.0%
-386.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.3% |
| 7D | -4.9% | -3.2% | -1.7% | -4.6% |
| 30D | -3.8% | -25.6% | +21.8% | -1.3% |
| 3M | -3.2% | -20.2% | +17.0% | -2.0% |
| 6M | +47.9% | -38.1% | +85.9% | +52.6% |
| YTD | +55.7% | -41.8% | +97.5% | +60.1% |
| 1Y | +106.2% | -39.0% | +145.3% | +110.1% |
| 3Y | -2.1% | +24.1% | -26.1% | -10.3% |
| 5Y | +3.4% | +53.0% | -49.7% | -10.4% |
| 10Y | +91.7% | +493.8% | -402.2% | +78.5% |
| All | +91.7% | +478.0% | -386.3% | +78.5% |
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