+2,355.7%
CRM vs AVAV
+495.1%
+1,860.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.9% | -6.8% | -4.5% |
| 7D | -3.5% | +3.2% | -6.7% | -4.1% |
| 30D | +29.3% | -20.3% | +49.6% | +35.1% |
| 3M | +36.8% | -19.4% | +56.3% | +40.6% |
| 6M | +23.9% | -35.3% | +59.1% | +31.4% |
| YTD | -5.5% | -38.5% | +33.0% | -0.8% |
| 1Y | -0.4% | -37.2% | +36.8% | +2.7% |
| 3Y | +12.8% | +31.1% | -18.4% | -8.2% |
| 5Y | -3.5% | +41.0% | -44.5% | -26.7% |
| 10Y | +238.4% | +508.8% | -270.3% | +58.5% |
| All | +2,355.7% | +495.1% | +1,860.6% | +829.8% |
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