+206.1%
COR vs AVAV
+28.1%
+178.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.0% |
| 7D | +7.8% | +4.2% | +3.6% | +7.7% |
| 30D | +7.0% | -2.6% | +9.6% | +7.0% |
| 3M | +16.3% | -38.0% | +54.2% | +17.3% |
| 6M | +41.3% | -27.0% | +68.3% | +41.7% |
| YTD | +7.1% | -51.4% | +58.6% | +8.3% |
| 1Y | -0.8% | -60.2% | +59.4% | +0.8% |
| 3Y | +85.0% | -6.7% | +91.6% | +79.5% |
| All | +206.1% | +28.1% | +178.0% | +190.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling