+206.2%
CTVA vs AVAV
+86.5%
+119.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.8% |
| 7D | +2.4% | 0.0% | +2.5% | +2.2% |
| 30D | -8.1% | -9.9% | +1.8% | -7.3% |
| 3M | +6.3% | -34.7% | +41.0% | +11.0% |
| 6M | +0.4% | -26.6% | +27.0% | +2.0% |
| YTD | +21.8% | -48.9% | +70.8% | +27.4% |
| 1Y | +24.9% | -63.0% | +87.9% | +36.6% |
| 3Y | +92.3% | +1.6% | +90.7% | +67.5% |
| 5Y | +78.9% | +34.5% | +44.4% | +39.9% |
| All | +206.2% | +86.5% | +119.7% | +67.0% |
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