+7.4%
AVTR vs CPB
-23.0%
+30.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.9% |
| 7D | -0.1% | +2.9% | -3.0% | -0.6% |
| 30D | -0.6% | +17.6% | -18.2% | -3.5% |
| 3M | +13.4% | +2.0% | +11.4% | +12.6% |
| 6M | +87.4% | +11.6% | +75.7% | +83.1% |
| YTD | +35.9% | -13.8% | +49.6% | +38.1% |
| 1Y | +35.4% | -21.6% | +56.9% | +39.9% |
| 3Y | -16.1% | -35.8% | +19.7% | -10.9% |
| 5Y | -59.4% | -33.3% | -26.1% | -57.9% |
| All | +7.4% | -23.0% | +30.4% | +13.8% |
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