-50.3%
CCI vs AVTR
-64.4%
+14.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.6% |
| 7D | -0.3% | +1.6% | -1.8% | -0.5% |
| 30D | +2.1% | +8.4% | -6.2% | +0.8% |
| 3M | -17.8% | +50.2% | -68.0% | -23.3% |
| 6M | -14.2% | +82.6% | -96.8% | -22.8% |
| YTD | -13.3% | +29.8% | -43.2% | -17.7% |
| 1Y | -16.6% | +16.0% | -32.6% | -20.1% |
| 3Y | -10.8% | -26.4% | +15.6% | -8.5% |
| 5Y | -50.3% | -64.5% | +14.1% | -41.8% |
| All | -50.3% | -64.4% | +14.1% | -41.8% |
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