+245.4%
CF vs AVTR
+6.9%
+238.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | +10.4% | +0.5% | +9.8% | +10.2% |
| 30D | +7.6% | +1.5% | +6.0% | +7.1% |
| 3M | +5.2% | +14.2% | -9.1% | +2.2% |
| 6M | -0.1% | +97.4% | -97.4% | -13.4% |
| YTD | +61.7% | +37.3% | +24.4% | +49.9% |
| 1Y | +50.3% | +36.8% | +13.5% | +39.2% |
| 3Y | +66.0% | -15.2% | +81.2% | +64.4% |
| 5Y | +114.5% | -59.2% | +173.7% | +154.5% |
| All | +245.4% | +6.9% | +238.6% | +160.7% |
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