+526.2%
CSGP vs AVAV
+478.6%
+47.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.1% |
| 7D | -4.1% | -2.2% | -1.8% | -3.7% |
| 30D | +2.3% | -13.9% | +16.2% | +4.7% |
| 3M | -8.2% | -29.2% | +21.1% | -4.0% |
| 6M | -35.1% | -36.1% | +1.1% | -31.6% |
| YTD | -54.0% | -40.2% | -13.8% | -51.9% |
| 1Y | -65.3% | -36.2% | -29.1% | -64.6% |
| 3Y | -62.6% | +47.5% | -110.1% | -69.5% |
| 5Y | -64.8% | +39.3% | -104.1% | -72.3% |
| 10Y | +45.1% | +482.6% | -437.5% | -24.3% |
| All | +526.2% | +478.6% | +47.6% | +177.5% |
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