+34.8%
CNH vs AVAV
+395.4%
-360.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.5% | -7.7% | +1.1% |
| 7D | -1.7% | -10.6% | +8.9% | -0.1% |
| 30D | -7.2% | -18.8% | +11.6% | -4.5% |
| 3M | +6.5% | -34.1% | +40.6% | +12.7% |
| 6M | +7.9% | -35.3% | +43.2% | +12.6% |
| YTD | +26.6% | -53.4% | +80.0% | +36.7% |
| 1Y | +13.8% | -65.6% | +79.4% | +28.9% |
| 3Y | +9.2% | -5.1% | +14.3% | -3.8% |
| 5Y | -15.6% | +18.5% | -34.1% | -32.5% |
| 10Y | +119.2% | +369.8% | -250.6% | +24.1% |
| All | +34.8% | +395.4% | -360.6% | -24.7% |
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