+167.5%
CNH vs AVAV
+502.7%
-335.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.8% | +4.3% |
| 7D | +23.3% | -2.2% | +25.5% | +23.7% |
| 30D | +33.5% | -13.9% | +47.4% | +36.1% |
| 3M | +32.7% | -29.2% | +62.0% | +38.2% |
| 6M | +22.2% | -36.1% | +58.3% | +28.2% |
| YTD | +57.7% | -40.2% | +97.9% | +64.6% |
| 1Y | +28.0% | -36.2% | +64.2% | +30.3% |
| 3Y | +11.5% | +47.5% | -36.0% | -9.6% |
| 5Y | +11.9% | +39.3% | -27.4% | -12.4% |
| All | +167.5% | +502.7% | -335.3% | +41.4% |
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