-39.0%
CCL vs AVTR
+6.9%
-45.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | -1.5% | +0.5% | -2.1% | -1.7% |
| 30D | +16.5% | +1.5% | +14.9% | +15.3% |
| 3M | +11.2% | +14.2% | -3.0% | +3.6% |
| 6M | +22.6% | +97.4% | -74.8% | -14.3% |
| YTD | +2.6% | +37.3% | -34.7% | -15.2% |
| 1Y | +17.0% | +36.8% | -19.8% | -3.3% |
| 3Y | +145.5% | -15.2% | +160.8% | +132.6% |
| 5Y | +36.1% | -59.2% | +95.3% | +92.2% |
| All | -39.0% | +6.9% | -45.9% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 10y: compounded portfolio wealth divided by compounded AVTR 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…
10y analysis · Full analysis span regression · 6 months rolling