+345.9%
CVS vs AVAV
+478.6%
-132.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.3% |
| 7D | +4.0% | -2.2% | +6.2% | +4.2% |
| 30D | -2.4% | -13.9% | +11.5% | -1.2% |
| 3M | +2.7% | -29.2% | +31.9% | +5.3% |
| 6M | +21.9% | -36.1% | +58.0% | +25.5% |
| YTD | +24.7% | -40.2% | +64.9% | +27.6% |
| 1Y | +35.4% | -36.2% | +71.7% | +36.6% |
| 3Y | +65.2% | +47.5% | +17.7% | +44.3% |
| 5Y | +30.5% | +39.3% | -8.7% | +11.3% |
| 10Y | +40.4% | +482.6% | -442.2% | -9.1% |
| All | +345.9% | +478.6% | -132.7% | +160.5% |
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 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