+623.4%
CRS vs AVAV
+351.0%
+272.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.5% | -10.7% | -3.3% |
| 7D | -1.7% | -10.6% | +8.9% | +1.2% |
| 30D | -28.8% | -18.8% | -10.0% | -24.7% |
| 3M | -50.0% | -34.1% | -15.9% | -44.2% |
| 6M | -39.2% | -35.3% | -3.9% | -33.9% |
| YTD | -11.4% | -53.4% | +42.0% | +1.4% |
| 1Y | -11.7% | -65.6% | +54.0% | +10.6% |
| 3Y | +319.6% | -5.1% | +324.7% | +247.1% |
| 5Y | +794.8% | +18.5% | +776.2% | +532.3% |
| 10Y | +926.9% | +369.8% | +557.1% | +311.7% |
| All | +623.4% | +351.0% | +272.3% | +155.9% |
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