+101.0%
CB vs AVTR
-64.3%
+165.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | +0.5% | +2.7% | -2.2% | +0.3% |
| 30D | -3.1% | +12.1% | -15.2% | -3.8% |
| 3M | +9.0% | +57.2% | -48.3% | +5.6% |
| 6M | +2.9% | +73.1% | -70.2% | -1.1% |
| YTD | +10.1% | +30.6% | -20.5% | +8.0% |
| 1Y | +22.8% | +13.5% | +9.3% | +21.0% |
| 3Y | +73.8% | -31.0% | +104.8% | +79.1% |
| All | +101.0% | -64.3% | +165.3% | +124.5% |
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 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