+73.4%
CTAS vs AVAV
+1.7%
+71.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.7% | +1.0% |
| 7D | +0.7% | 0.0% | +0.7% | +0.6% |
| 30D | +11.3% | -9.9% | +21.2% | +11.6% |
| 3M | +11.4% | -34.7% | +46.1% | +13.1% |
| 6M | +35.6% | -26.6% | +62.3% | +36.6% |
| YTD | +20.7% | -48.9% | +69.6% | +22.6% |
| 1Y | +22.8% | -63.0% | +85.8% | +26.2% |
| 3Y | +73.4% | +1.6% | +71.8% | +66.0% |
| All | +73.4% | +1.7% | +71.7% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling