+332.3%
CRH vs AVAV
+495.1%
-162.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.9% | -6.7% | -4.4% |
| 7D | -0.6% | +3.2% | -3.8% | -1.3% |
| 30D | -9.5% | -20.3% | +10.9% | -5.7% |
| 3M | -10.4% | -19.4% | +9.0% | -8.1% |
| 6M | -14.2% | -35.3% | +21.1% | -9.2% |
| YTD | -26.6% | -38.5% | +11.9% | -23.1% |
| 1Y | -18.2% | -37.2% | +19.0% | -15.7% |
| 3Y | +74.9% | +31.1% | +43.8% | +45.1% |
| 5Y | +101.7% | +41.0% | +60.7% | +55.1% |
| 10Y | +249.4% | +508.8% | -259.3% | +66.0% |
| All | +332.3% | +495.1% | -162.8% | +74.8% |
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