-27.3%
CRM vs AVAV
+28.1%
-55.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +0.5% |
| 7D | +2.0% | +4.2% | -2.3% | +1.3% |
| 30D | -7.7% | -2.6% | -5.1% | -7.8% |
| 3M | +8.4% | -38.0% | +46.3% | +14.9% |
| 6M | +31.9% | -27.0% | +58.9% | +34.6% |
| YTD | -17.2% | -51.4% | +34.2% | -11.9% |
| 1Y | -8.6% | -60.2% | +51.6% | +0.2% |
| 3Y | +3.1% | -6.7% | +9.8% | -10.3% |
| All | -27.3% | +28.1% | -55.4% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling