+560.0%
CSGP vs AVAV
+352.9%
+207.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -8.3% | +12.4% | +5.4% |
| 7D | +18.3% | -10.1% | +28.4% | +20.1% |
| 30D | +17.8% | -18.7% | +36.5% | +21.4% |
| 3M | +9.3% | -33.0% | +42.3% | +16.0% |
| 6M | -7.9% | -37.2% | +29.3% | -3.1% |
| YTD | -51.5% | -53.2% | +1.6% | -47.4% |
| 1Y | -53.3% | -69.0% | +15.7% | -45.6% |
| 3Y | -57.9% | -5.5% | -52.4% | -62.7% |
| 5Y | -61.3% | +20.1% | -81.4% | -68.9% |
| 10Y | +77.5% | +371.8% | -294.2% | -4.8% |
| All | +560.0% | +352.9% | +207.1% | +203.1% |
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 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