+40.5%
CVS vs AVAV
+516.1%
-475.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.5% | -0.9% |
| 7D | -1.6% | +3.2% | -4.8% | -1.8% |
| 30D | +0.4% | -20.3% | +20.7% | +1.8% |
| 3M | -0.4% | -19.4% | +19.0% | +0.5% |
| 6M | +25.1% | -35.3% | +60.4% | +27.7% |
| YTD | +23.9% | -38.5% | +62.4% | +25.4% |
| 1Y | +41.1% | -37.2% | +78.3% | +41.9% |
| 3Y | +63.6% | +31.1% | +32.5% | +48.2% |
| 5Y | +31.5% | +41.0% | -9.5% | +15.2% |
| 10Y | +40.5% | +508.8% | -468.3% | -2.4% |
| All | +40.5% | +516.1% | -475.6% | -2.4% |
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