-59.3%
AVTR vs CPB
-31.8%
-27.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.0% |
| 7D | +1.9% | +3.3% | -1.3% | +1.3% |
| 30D | +1.5% | +19.0% | -17.5% | -1.7% |
| 3M | +17.1% | +0.4% | +16.6% | +16.6% |
| 6M | +91.5% | +13.0% | +78.5% | +86.4% |
| YTD | +38.8% | -12.7% | +51.6% | +41.0% |
| 1Y | +37.7% | -20.9% | +58.6% | +42.5% |
| 3Y | -13.5% | -35.4% | +21.9% | -7.7% |
| 5Y | -59.3% | -32.3% | -27.0% | -55.6% |
| All | -59.3% | -31.8% | -27.5% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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