+257.6%
CP vs AVAV
+423.1%
-165.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.6% | -10.6% | +0.6% |
| 7D | +2.8% | +3.2% | -0.4% | +2.1% |
| 30D | +11.3% | -7.4% | +18.7% | +11.9% |
| 3M | +2.9% | -32.0% | +34.9% | +6.9% |
| 6M | +9.8% | -24.6% | +34.3% | +11.3% |
| YTD | +28.5% | -47.5% | +76.0% | +33.9% |
| 1Y | +33.5% | -61.5% | +95.0% | +44.6% |
| 3Y | +31.9% | +5.5% | +26.5% | +17.3% |
| 5Y | +25.5% | +35.7% | -10.2% | +2.7% |
| 10Y | +257.6% | +379.1% | -121.5% | +132.2% |
| All | +257.6% | +423.1% | -165.5% | +132.2% |
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