+28.9%
CP vs AVAV
-14.7%
+43.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.8% | +9.2% | -0.3% |
| 7D | +6.1% | -24.3% | +30.4% | +7.3% |
| 30D | +9.8% | -28.9% | +38.6% | +11.3% |
| 3M | +2.7% | -39.3% | +42.0% | +4.8% |
| 6M | +12.8% | -38.8% | +51.5% | +14.5% |
| YTD | +28.2% | -57.8% | +86.0% | +31.6% |
| 1Y | +34.1% | -70.9% | +105.0% | +41.2% |
| All | +28.9% | -14.7% | +43.6% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling