-53.5%
CCL vs AVTR
+1.7%
-55.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.8% |
| 7D | -5.0% | +2.7% | -7.7% | -6.3% |
| 30D | -20.3% | +12.1% | -32.4% | -24.7% |
| 3M | -15.1% | +57.2% | -72.4% | -33.1% |
| 6M | -15.1% | +73.1% | -88.2% | -36.4% |
| YTD | -21.8% | +30.6% | -52.4% | -33.4% |
| 1Y | -24.8% | +13.5% | -38.3% | -34.1% |
| 3Y | +51.9% | -31.0% | +82.9% | +61.7% |
| 5Y | +4.0% | -63.2% | +67.3% | +54.5% |
| All | -53.5% | +1.7% | -55.2% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling