-30.8%
CCL vs AVAV
+361.4%
-392.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.5% | -10.0% | -2.1% |
| 7D | +3.1% | -10.6% | +13.7% | +5.6% |
| 30D | +13.7% | -18.8% | +32.5% | +18.9% |
| 3M | +3.8% | -34.1% | +37.9% | +13.7% |
| 6M | +9.3% | -35.3% | +44.6% | +17.1% |
| YTD | -1.1% | -53.4% | +52.3% | +11.5% |
| 1Y | +14.6% | -65.6% | +80.2% | +39.8% |
| 3Y | +146.4% | -5.1% | +151.5% | +100.3% |
| 5Y | +21.9% | +18.5% | +3.3% | -13.4% |
| All | -30.8% | +361.4% | -392.2% | -61.4% |
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