+28.0%
CB vs AVTR
+36.1%
-8.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.0% |
| 7D | +2.9% | +0.5% | +2.5% | +3.0% |
| 30D | +7.3% | -1.0% | +8.3% | +7.3% |
| 3M | +9.4% | +12.2% | -2.8% | +10.1% |
| 6M | +19.6% | +97.5% | -77.8% | +25.0% |
| YTD | +21.5% | +35.6% | -14.1% | +24.0% |
| 1Y | +28.0% | +32.8% | -4.8% | +30.5% |
| All | +28.0% | +36.1% | -8.1% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling