+528.8%
CVX vs AVAV
+351.0%
+177.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.5% | -10.6% | -1.7% |
| 7D | -9.7% | -10.6% | +0.9% | -8.4% |
| 30D | +3.6% | -18.8% | +22.4% | +6.5% |
| 3M | +13.3% | -34.1% | +47.4% | +19.5% |
| 6M | +16.9% | -35.3% | +52.2% | +21.4% |
| YTD | +43.4% | -53.4% | +96.8% | +53.4% |
| 1Y | +44.5% | -65.6% | +110.1% | +61.8% |
| 3Y | +64.0% | -5.1% | +69.0% | +45.1% |
| 5Y | +126.4% | +18.5% | +107.9% | +82.8% |
| 10Y | +209.4% | +369.8% | -160.5% | +76.9% |
| All | +528.8% | +351.0% | +177.8% | +217.8% |
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