+3.2%
AVTR vs CPB
-28.1%
+31.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +1.9% | -0.9% |
| 7D | +2.7% | -8.6% | +11.3% | +4.1% |
| 30D | +12.1% | -7.2% | +19.3% | +13.3% |
| 3M | +57.2% | +0.9% | +56.4% | +56.6% |
| 6M | +73.1% | -11.8% | +84.9% | +75.8% |
| YTD | +30.6% | -19.4% | +50.0% | +34.6% |
| 1Y | +13.5% | -30.4% | +43.9% | +20.0% |
| 3Y | -31.0% | -40.2% | +9.1% | -25.8% |
| 5Y | -63.2% | -39.5% | -23.7% | -61.2% |
| All | +3.2% | -28.1% | +31.3% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling