+73.2%
CVE vs AVAV
-68.0%
+141.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -8.3% | +0.7% | -7.7% |
| 7D | -12.1% | -10.1% | -2.0% | -12.1% |
| 30D | -9.8% | -18.7% | +8.9% | -10.0% |
| 3M | -0.7% | -33.0% | +32.3% | -1.2% |
| 6M | -4.3% | -37.2% | +32.9% | -4.2% |
| YTD | +70.6% | -53.2% | +123.8% | +74.8% |
| 1Y | +73.2% | -69.0% | +142.1% | +84.6% |
| All | +73.2% | -68.0% | +141.2% | +84.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling