+49.0%
CCL vs AVTR
-26.6%
+75.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -1.5% |
| 7D | -4.4% | +1.6% | -6.0% | -4.9% |
| 30D | -18.2% | +8.4% | -26.6% | -20.2% |
| 3M | -17.7% | +50.2% | -67.9% | -28.0% |
| 6M | -13.0% | +82.6% | -95.6% | -28.7% |
| YTD | -24.5% | +29.8% | -54.3% | -31.9% |
| 1Y | -26.9% | +16.0% | -42.9% | -33.7% |
| All | +49.0% | -26.6% | +75.6% | +49.4% |
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