+219.9%
CTVA vs AVAV
+112.6%
+107.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.0% | -0.7% |
| 7D | -5.8% | -3.2% | -2.6% | -5.5% |
| 30D | +11.1% | -25.6% | +36.6% | +14.8% |
| 3M | +13.2% | -20.2% | +33.5% | +15.1% |
| 6M | +8.7% | -38.1% | +46.8% | +13.3% |
| YTD | +27.3% | -41.8% | +69.1% | +31.8% |
| 1Y | +18.0% | -39.0% | +57.0% | +19.7% |
| 3Y | +76.5% | +24.1% | +52.4% | +50.0% |
| 5Y | +105.1% | +53.0% | +52.1% | +58.7% |
| All | +219.9% | +112.6% | +107.3% | +72.6% |
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