+953.7%
CP vs AVAV
+478.6%
+475.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.6% |
| 7D | -2.7% | -2.2% | -0.5% | -2.3% |
| 30D | +0.2% | -13.9% | +14.1% | +2.3% |
| 3M | +2.6% | -29.2% | +31.8% | +6.9% |
| 6M | +6.0% | -36.1% | +42.1% | +11.3% |
| YTD | +24.9% | -40.2% | +65.1% | +30.1% |
| 1Y | +20.1% | -36.2% | +56.3% | +22.2% |
| 3Y | +16.4% | +47.5% | -31.1% | -4.8% |
| 5Y | +31.7% | +39.3% | -7.5% | +3.9% |
| 10Y | +223.9% | +482.6% | -258.7% | +68.7% |
| All | +953.7% | +478.6% | +475.1% | +357.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling