+815.5%
CTAS vs AVAV
+315.4%
+500.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | 0.0% |
| 7D | +2.0% | +4.2% | -2.2% | +1.4% |
| 30D | +8.7% | -2.6% | +11.2% | +8.6% |
| 3M | +13.3% | -38.0% | +51.2% | +18.8% |
| 6M | +39.4% | -27.0% | +66.4% | +41.9% |
| YTD | +21.5% | -51.4% | +72.9% | +27.6% |
| 1Y | +21.9% | -60.2% | +82.1% | +30.9% |
| 3Y | +73.6% | -6.7% | +80.3% | +57.3% |
| 5Y | +116.2% | +28.3% | +87.9% | +78.4% |
| All | +815.5% | +315.4% | +500.1% | +485.0% |
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