+133.6%
CCL vs AVAV
-3.9%
+137.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | 0.0% |
| 7D | -1.2% | +4.2% | -5.4% | -1.7% |
| 30D | +13.1% | -2.6% | +15.7% | +13.1% |
| 3M | +3.4% | -38.0% | +41.3% | +9.2% |
| 6M | +18.7% | -27.0% | +45.7% | +21.3% |
| YTD | -2.3% | -51.4% | +49.2% | +3.8% |
| 1Y | +14.2% | -60.2% | +74.4% | +24.3% |
| 3Y | +133.6% | -6.7% | +140.2% | +114.3% |
| All | +133.6% | -3.9% | +137.4% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling