-64.5%
AVTR vs CLBK
+41.8%
-106.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.1% |
| 7D | +1.6% | -1.5% | +3.0% | +1.9% |
| 30D | +8.4% | +6.7% | +1.7% | +6.6% |
| 3M | +50.2% | +21.2% | +29.0% | +42.8% |
| 6M | +82.6% | +42.0% | +40.6% | +66.9% |
| YTD | +29.8% | +63.3% | -33.4% | +14.6% |
| 1Y | +16.0% | +65.4% | -49.4% | +2.0% |
| 3Y | -26.4% | +52.5% | -78.9% | -35.2% |
| 5Y | -64.5% | +42.0% | -106.4% | -67.6% |
| All | -64.5% | +41.8% | -106.3% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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