+105.2%
CNH vs AVAV
+315.4%
-210.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | +3.0% | +4.2% | -1.2% | +2.5% |
| 30D | -0.6% | -2.6% | +2.0% | -0.4% |
| 3M | +14.6% | -38.0% | +52.6% | +22.3% |
| 6M | +11.8% | -27.0% | +38.8% | +14.4% |
| YTD | +30.4% | -51.4% | +81.8% | +39.7% |
| 1Y | +19.1% | -60.2% | +79.3% | +31.4% |
| 3Y | +30.2% | -6.7% | +36.8% | +15.1% |
| 5Y | -17.8% | +28.3% | -46.1% | -35.4% |
| All | +105.2% | +315.4% | -210.2% | +26.9% |
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