-33.1%
CCL vs AVAV
+478.6%
-511.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.5% |
| 7D | -5.0% | -2.2% | -2.8% | -4.5% |
| 30D | -20.3% | -13.9% | -6.4% | -17.8% |
| 3M | -15.1% | -29.2% | +14.1% | -9.7% |
| 6M | -15.1% | -36.1% | +21.0% | -8.7% |
| YTD | -21.8% | -40.2% | +18.4% | -16.5% |
| 1Y | -24.8% | -36.2% | +11.4% | -22.4% |
| 3Y | +51.9% | +47.5% | +4.3% | +16.5% |
| 5Y | +4.0% | +39.3% | -35.2% | -22.2% |
| 10Y | -42.2% | +482.6% | -524.8% | -70.3% |
| All | -33.1% | +478.6% | -511.7% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling