+31.2%
CNH vs AVAV
+348.5%
-317.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.8% | +5.9% | -2.4% |
| 7D | -0.4% | -24.3% | +24.0% | +3.8% |
| 30D | -15.2% | -28.9% | +13.7% | -10.9% |
| 3M | +4.3% | -39.3% | +43.5% | +11.8% |
| 6M | +10.1% | -38.8% | +48.8% | +15.9% |
| YTD | +23.2% | -57.8% | +81.0% | +35.2% |
| 1Y | +8.5% | -70.9% | +79.4% | +26.3% |
| 3Y | +4.1% | -14.8% | +18.9% | -6.7% |
| 5Y | -17.8% | +7.3% | -25.1% | -33.2% |
| 10Y | +113.3% | +325.3% | -212.0% | +22.7% |
| All | +31.2% | +348.5% | -317.3% | -25.6% |
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