+145.1%
CCL vs AVAV
-5.8%
+150.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.5% | -10.5% | -1.3% |
| 7D | +2.6% | -10.6% | +13.2% | +3.8% |
| 30D | +13.1% | -18.8% | +31.9% | +15.7% |
| 3M | +3.3% | -34.1% | +37.4% | +8.3% |
| 6M | +8.7% | -35.3% | +44.0% | +13.0% |
| YTD | -1.6% | -53.4% | +51.8% | +5.1% |
| 1Y | +14.0% | -65.6% | +79.6% | +26.9% |
| 3Y | +145.1% | -5.1% | +150.2% | +103.5% |
| All | +145.1% | -5.8% | +150.9% | +103.5% |
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 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