+22.8%
CCL vs AVAV
+18.1%
+4.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.5% | -10.0% | -1.6% |
| 7D | +3.1% | -10.6% | +13.7% | +5.1% |
| 30D | +13.7% | -18.8% | +32.5% | +17.9% |
| 3M | +3.8% | -34.1% | +37.9% | +11.8% |
| 6M | +9.3% | -35.3% | +44.6% | +15.8% |
| YTD | -1.1% | -53.4% | +52.3% | +9.3% |
| 1Y | +14.6% | -65.6% | +80.2% | +35.7% |
| 3Y | +146.4% | -5.1% | +151.5% | +97.3% |
| All | +22.8% | +18.1% | +4.7% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling