+568.9%
CDE vs AVTR
+0.6%
+568.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -3.1% | -1.1% | -2.0% | -2.8% |
| 30D | +9.5% | +6.3% | +3.2% | +7.2% |
| 3M | +25.5% | +53.3% | -27.8% | +6.9% |
| 6M | -7.9% | +78.6% | -86.5% | -25.9% |
| YTD | +15.6% | +29.2% | -13.7% | +3.5% |
| 1Y | +34.0% | +13.8% | +20.2% | +22.1% |
| 3Y | +791.9% | -27.4% | +819.3% | +825.2% |
| 5Y | +197.7% | -65.0% | +262.7% | +300.5% |
| All | +568.9% | +0.6% | +568.3% | +452.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling