+2,772.9%
CTAS vs AVAV
+351.0%
+2,421.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.5% | -12.3% | -3.3% |
| 7D | +1.2% | -10.6% | +11.7% | +2.5% |
| 30D | +12.8% | -18.8% | +31.6% | +15.7% |
| 3M | +10.3% | -34.1% | +44.4% | +16.1% |
| 6M | +32.0% | -35.3% | +67.3% | +37.5% |
| YTD | +19.1% | -53.4% | +72.5% | +27.5% |
| 1Y | +21.5% | -65.6% | +87.1% | +35.7% |
| 3Y | +76.0% | -5.1% | +81.1% | +57.7% |
| 5Y | +110.9% | +18.5% | +92.3% | +73.5% |
| 10Y | +849.8% | +369.8% | +480.0% | +454.2% |
| All | +2,772.9% | +351.0% | +2,421.9% | +1,345.3% |
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