-3.9%
CRM vs AVAV
+58.4%
-62.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.1% |
| 7D | -8.1% | -0.1% | -8.0% | -8.1% |
| 30D | +23.1% | -25.0% | +48.0% | +27.8% |
| 3M | +42.5% | -15.0% | +57.5% | +44.2% |
| 6M | +25.3% | -33.6% | +58.9% | +30.4% |
| YTD | -7.8% | -39.2% | +31.4% | -4.3% |
| 1Y | +1.0% | -40.5% | +41.5% | +4.4% |
| 3Y | +10.0% | +29.6% | -19.6% | -9.2% |
| 5Y | -3.9% | +56.7% | -60.6% | -29.2% |
| All | -3.9% | +58.4% | -62.3% | -29.2% |
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