+222.5%
CP vs AVAV
+479.1%
-256.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.5% |
| 7D | -2.7% | -2.2% | -0.5% | -2.4% |
| 30D | +0.2% | -13.9% | +14.1% | +1.8% |
| 3M | +2.6% | -29.2% | +31.8% | +5.8% |
| 6M | +6.0% | -36.1% | +42.1% | +10.0% |
| YTD | +24.9% | -40.2% | +65.1% | +28.9% |
| 1Y | +20.1% | -36.2% | +56.3% | +21.6% |
| 3Y | +16.4% | +47.5% | -31.1% | -1.5% |
| 5Y | +31.7% | +39.3% | -7.5% | +8.5% |
| All | +222.5% | +479.1% | -256.5% | +94.2% |
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