+67.4%
CVE vs AVAV
+280.6%
-213.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -8.3% | +0.7% | -6.1% |
| 7D | -12.1% | -10.1% | -2.0% | -10.4% |
| 30D | -9.8% | -18.7% | +8.9% | -6.6% |
| 3M | -0.7% | -33.0% | +32.3% | +6.0% |
| 6M | -4.3% | -37.2% | +32.9% | +1.1% |
| YTD | +70.6% | -53.2% | +123.8% | +85.2% |
| 1Y | +73.2% | -69.0% | +142.1% | +103.6% |
| 3Y | +60.3% | -5.5% | +65.8% | +39.2% |
| 5Y | +159.3% | +20.1% | +139.2% | +101.2% |
| 10Y | +147.4% | +371.8% | -224.4% | +34.1% |
| All | +67.4% | +280.6% | -213.2% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling