+2.6%
AVTR vs CNI
+50.0%
-47.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.0% |
| 7D | +1.6% | +0.9% | +0.7% | +1.0% |
| 30D | +8.4% | -2.1% | +10.5% | +9.9% |
| 3M | +50.2% | +1.8% | +48.3% | +48.6% |
| 6M | +82.6% | +14.8% | +67.8% | +66.4% |
| YTD | +29.8% | +25.4% | +4.5% | +11.1% |
| 1Y | +16.0% | +32.9% | -16.9% | -4.5% |
| 3Y | -26.4% | +20.2% | -46.6% | -36.2% |
| 5Y | -64.5% | +12.2% | -76.6% | -68.6% |
| All | +2.6% | +50.0% | -47.4% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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