-55.6%
CCL vs AVTR
+1.1%
-56.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.3% | -2.0% | -2.3% | -3.4% |
| 30D | -19.0% | +8.1% | -27.0% | -22.1% |
| 3M | -13.1% | +54.2% | -67.3% | -30.8% |
| 6M | -13.3% | +82.6% | -95.9% | -36.7% |
| YTD | -25.2% | +29.8% | -55.1% | -36.2% |
| 1Y | -27.2% | +18.0% | -45.2% | -37.5% |
| 3Y | +49.2% | -26.4% | +75.7% | +52.8% |
| 5Y | +0.4% | -64.8% | +65.2% | +53.1% |
| All | -55.6% | +1.1% | -56.7% | -67.9% |
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