+135.8%
CVE vs AVAV
+317.7%
-181.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.8% | +7.1% | -1.1% |
| 7D | -14.1% | -24.3% | +10.3% | -10.1% |
| 30D | -11.6% | -28.9% | +17.3% | -6.7% |
| 3M | 0.0% | -39.3% | +39.3% | +8.0% |
| 6M | -8.4% | -38.8% | +30.4% | -3.3% |
| YTD | +65.9% | -57.8% | +123.7% | +82.2% |
| 1Y | +69.4% | -70.9% | +140.3% | +99.6% |
| 3Y | +55.9% | -14.8% | +70.7% | +36.5% |
| 5Y | +146.2% | +7.3% | +138.9% | +92.8% |
| All | +135.8% | +317.7% | -181.8% | +55.1% |
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