+10.2%
CRM vs AVAV
+24.3%
-14.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -1.6% |
| 7D | -5.0% | -3.2% | -1.8% | -4.7% |
| 30D | +23.6% | -25.6% | +49.2% | +26.3% |
| 3M | +39.6% | -20.2% | +59.8% | +41.3% |
| 6M | +23.4% | -38.1% | +61.5% | +27.1% |
| YTD | -7.4% | -41.8% | +34.4% | -4.7% |
| 1Y | -2.3% | -39.0% | +36.7% | 0.0% |
| All | +10.2% | +24.3% | -14.1% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling