+103.2%
CB vs AVTR
-60.1%
+163.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.9% |
| 7D | +0.2% | -3.6% | +3.9% | +0.5% |
| 30D | +9.1% | +0.8% | +8.3% | +9.0% |
| 3M | +3.4% | +17.4% | -14.0% | +2.3% |
| 6M | +14.1% | +83.5% | -69.4% | +9.3% |
| YTD | +18.0% | +35.0% | -17.0% | +15.5% |
| 1Y | +30.1% | +36.7% | -6.5% | +27.1% |
| 3Y | +71.8% | -15.3% | +87.1% | +72.2% |
| All | +103.2% | -60.1% | +163.3% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling