+27.1%
CP vs AVAV
+7.1%
+20.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.8% | +9.2% | 0.0% |
| 7D | +6.1% | -24.3% | +30.4% | +8.0% |
| 30D | +9.8% | -28.9% | +38.6% | +12.2% |
| 3M | +2.7% | -39.3% | +42.0% | +6.0% |
| 6M | +12.8% | -38.8% | +51.5% | +15.5% |
| YTD | +28.2% | -57.8% | +86.0% | +33.5% |
| 1Y | +34.1% | -70.9% | +105.0% | +44.3% |
| 3Y | +28.9% | -14.8% | +43.7% | +19.6% |
| 5Y | +27.1% | +7.3% | +19.8% | +20.3% |
| All | +27.1% | +7.1% | +20.0% | +20.3% |
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