+145.2%
CCL vs AVTR
-15.2%
+160.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -1.5% | +0.5% | -2.1% | -1.6% |
| 30D | +16.5% | +1.5% | +14.9% | +15.8% |
| 3M | +11.2% | +14.2% | -3.0% | +6.6% |
| 6M | +22.6% | +97.4% | -74.8% | -1.8% |
| YTD | +2.6% | +37.3% | -34.7% | -9.1% |
| 1Y | +17.0% | +36.8% | -19.8% | +3.6% |
| All | +145.2% | -15.2% | +160.3% | +150.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling