+33.0%
CP vs AVAV
-63.5%
+96.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | -0.2% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +11.0% | -9.9% | +21.0% | +11.2% |
| 3M | +3.8% | -34.7% | +38.6% | +4.6% |
| 6M | +9.5% | -26.6% | +36.1% | +10.0% |
| YTD | +28.2% | -48.9% | +77.1% | +30.9% |
| 1Y | +33.0% | -63.0% | +96.0% | +39.2% |
| All | +33.0% | -63.5% | +96.5% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling