+34.3%
CP vs AVAV
+39.7%
-5.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.5% |
| 7D | -2.7% | -2.2% | -0.5% | -2.5% |
| 30D | +0.2% | -13.9% | +14.1% | +1.2% |
| 3M | +2.6% | -29.2% | +31.8% | +4.7% |
| 6M | +6.0% | -36.1% | +42.1% | +8.5% |
| YTD | +24.9% | -40.2% | +65.1% | +27.4% |
| 1Y | +20.1% | -36.2% | +56.3% | +20.9% |
| 3Y | +16.4% | +47.5% | -31.1% | +2.6% |
| All | +34.3% | +39.7% | -5.4% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling