+12.8%
CP vs AVAV
-43.9%
+56.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.8% | +9.2% | -0.5% |
| 7D | +6.1% | -24.3% | +30.4% | +6.6% |
| 30D | +9.8% | -28.9% | +38.6% | +10.6% |
| 3M | +2.7% | -39.3% | +42.0% | +4.0% |
| 6M | +12.8% | -38.8% | +51.5% | +13.6% |
| All | +12.8% | -43.9% | +56.7% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling