+182.5%
CB vs AVTR
+8.1%
+174.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.8% |
| 7D | -1.5% | +1.9% | -3.4% | -1.8% |
| 30D | +6.5% | +1.5% | +5.0% | +6.2% |
| 3M | +4.1% | +17.1% | -13.0% | +1.7% |
| 6M | +14.4% | +91.5% | -77.1% | +3.6% |
| YTD | +17.5% | +38.8% | -21.3% | +11.0% |
| 1Y | +27.5% | +37.7% | -10.2% | +20.5% |
| 3Y | +71.6% | -13.5% | +85.1% | +68.9% |
| 5Y | +100.6% | -59.3% | +159.9% | +128.9% |
| All | +182.5% | +8.1% | +174.4% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 10y: compounded portfolio wealth divided by compounded AVTR 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…
10y analysis · Full analysis span regression · 6 months rolling