-30.8%
CCL vs AVAV
+339.7%
-370.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -1.5% | +9.9% | -11.4% | -4.1% |
| 30D | +16.5% | -5.4% | +21.9% | +17.2% |
| 3M | +11.2% | -36.5% | +47.7% | +23.1% |
| 6M | +22.6% | -25.3% | +47.9% | +26.5% |
| YTD | +2.6% | -48.6% | +51.2% | +12.8% |
| 1Y | +17.0% | -62.1% | +79.0% | +39.2% |
| 3Y | +145.5% | +2.3% | +143.2% | +95.7% |
| 5Y | +36.1% | +35.4% | +0.7% | -7.1% |
| All | -30.8% | +339.7% | -370.5% | -62.3% |
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