+134.5%
CVE vs AVAV
+361.4%
-226.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.5% | -11.0% | -2.3% |
| 7D | -16.1% | -10.6% | -5.5% | -14.6% |
| 30D | -10.4% | -18.8% | +8.4% | -7.5% |
| 3M | -2.4% | -34.1% | +31.7% | +3.8% |
| 6M | -4.4% | -35.3% | +30.9% | 0.0% |
| YTD | +64.9% | -53.4% | +118.3% | +78.0% |
| 1Y | +66.0% | -65.6% | +131.7% | +89.7% |
| 3Y | +57.7% | -5.1% | +62.7% | +35.3% |
| 5Y | +144.7% | +18.5% | +126.2% | +88.3% |
| All | +134.5% | +361.4% | -226.9% | +51.5% |
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