+320.2%
CVE vs AVAV
+39.7%
+280.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | +2.5% | -2.2% | +4.7% | +2.7% |
| 30D | +16.7% | -13.9% | +30.7% | +18.1% |
| 3M | +9.3% | -29.2% | +38.5% | +12.0% |
| 6M | +43.6% | -36.1% | +79.7% | +48.0% |
| YTD | +93.6% | -40.2% | +133.8% | +98.4% |
| 1Y | +98.8% | -36.2% | +135.0% | +100.1% |
| 3Y | +73.6% | +47.5% | +26.1% | +50.3% |
| All | +320.2% | +39.7% | +280.5% | +257.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling