+3.5%
CCL vs AVTR
-63.6%
+67.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -2.0% |
| 7D | -0.1% | +7.4% | -7.5% | -2.9% |
| 30D | -20.0% | +12.2% | -32.2% | -23.6% |
| 3M | -13.7% | +57.4% | -71.0% | -28.7% |
| 6M | -9.0% | +86.7% | -95.7% | -30.1% |
| YTD | -22.8% | +33.1% | -55.9% | -32.8% |
| 1Y | -25.3% | +16.1% | -41.5% | -33.5% |
| 3Y | +54.1% | -24.6% | +78.7% | +56.2% |
| 5Y | +3.5% | -63.5% | +67.0% | +32.9% |
| All | +3.5% | -63.6% | +67.1% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling