-70.0%
CPNG vs AVAV
+28.1%
-98.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.0% | +0.7% |
| 7D | -7.6% | -3.2% | -4.4% | -7.0% |
| 30D | -8.8% | -25.6% | +16.7% | -3.5% |
| 3M | -7.2% | -20.2% | +13.0% | -4.2% |
| 6M | -21.5% | -38.1% | +16.5% | -15.6% |
| YTD | -37.4% | -41.8% | +4.4% | -33.5% |
| 1Y | -54.3% | -39.0% | -15.3% | -52.6% |
| 3Y | -20.3% | +24.1% | -44.4% | -38.4% |
| 5Y | -51.2% | +53.0% | -104.3% | -68.8% |
| All | -70.0% | +28.1% | -98.2% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling