+445.7%
CSX vs AVAV
+317.7%
+128.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.8% | +7.5% | -1.2% |
| 7D | -2.7% | -24.3% | +21.6% | +0.5% |
| 30D | +7.0% | -28.9% | +35.9% | +11.2% |
| 3M | -0.3% | -39.3% | +39.0% | +5.3% |
| 6M | +13.5% | -38.8% | +52.3% | +18.1% |
| YTD | +41.5% | -57.8% | +99.3% | +51.6% |
| 1Y | +45.8% | -70.9% | +116.7% | +64.3% |
| 3Y | +74.4% | -14.8% | +89.2% | +57.2% |
| 5Y | +53.6% | +7.3% | +46.3% | +27.0% |
| All | +445.7% | +317.7% | +128.0% | +214.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling