+52.0%
CVS vs AVAV
+423.1%
-371.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.6% | -10.9% | +0.9% |
| 7D | -3.7% | +3.2% | -6.8% | -3.9% |
| 30D | -0.3% | -7.4% | +7.1% | 0.0% |
| 3M | -10.3% | -32.0% | +21.7% | -8.4% |
| 6M | -4.6% | -24.6% | +20.0% | -3.8% |
| YTD | +10.7% | -47.5% | +58.2% | +12.9% |
| 1Y | +11.2% | -61.5% | +72.7% | +16.2% |
| 3Y | +43.0% | +5.5% | +37.6% | +31.8% |
| 5Y | +8.6% | +35.7% | -27.1% | -5.2% |
| 10Y | +52.0% | +379.1% | -327.1% | +18.4% |
| All | +52.0% | +423.1% | -371.2% | +18.4% |
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 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