+250.9%
CP vs AVAV
+361.4%
-110.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.5% | -12.2% | -2.9% |
| 7D | +2.8% | -10.6% | +13.4% | +3.9% |
| 30D | +10.2% | -18.8% | +29.0% | +12.5% |
| 3M | +2.4% | -34.1% | +36.5% | +6.7% |
| 6M | +7.7% | -35.3% | +43.0% | +11.2% |
| YTD | +26.0% | -53.4% | +79.4% | +33.1% |
| 1Y | +34.6% | -65.6% | +100.3% | +47.7% |
| 3Y | +26.7% | -5.1% | +31.8% | +14.0% |
| 5Y | +24.9% | +18.5% | +6.4% | +4.1% |
| All | +250.9% | +361.4% | -110.5% | +134.6% |
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 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