-15.8%
CCL vs AVAV
+351.0%
-366.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.5% | -10.5% | -2.5% |
| 7D | +2.6% | -10.6% | +13.2% | +4.9% |
| 30D | +13.1% | -18.8% | +31.9% | +18.0% |
| 3M | +3.3% | -34.1% | +37.4% | +12.5% |
| 6M | +8.7% | -35.3% | +44.0% | +16.0% |
| YTD | -1.6% | -53.4% | +51.8% | +10.2% |
| 1Y | +14.0% | -65.6% | +79.6% | +37.0% |
| 3Y | +145.1% | -5.1% | +150.2% | +109.8% |
| 5Y | +21.2% | +18.5% | +2.7% | -6.5% |
| 10Y | -29.8% | +369.8% | -399.6% | -62.3% |
| All | -15.8% | +351.0% | -366.8% | -61.9% |
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