+164.7%
CB vs AVTR
+1.7%
+163.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | +0.5% | +2.7% | -2.2% | +0.1% |
| 30D | -3.1% | +12.1% | -15.2% | -4.7% |
| 3M | +9.0% | +57.2% | -48.3% | +1.8% |
| 6M | +2.9% | +73.1% | -70.2% | -5.6% |
| YTD | +10.1% | +30.6% | -20.5% | +5.0% |
| 1Y | +22.8% | +13.5% | +9.3% | +18.3% |
| 3Y | +73.8% | -31.0% | +104.8% | +78.6% |
| 5Y | +99.2% | -63.2% | +162.4% | +131.0% |
| All | +164.7% | +1.7% | +163.0% | +115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling