+234.3%
CF vs AVTR
+8.1%
+226.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.6% |
| 7D | -0.9% | +1.9% | -2.8% | -1.3% |
| 30D | +6.9% | +1.5% | +5.4% | +6.5% |
| 3M | +4.8% | +17.1% | -12.2% | +1.5% |
| 6M | +4.7% | +91.5% | -86.8% | -8.8% |
| YTD | +56.5% | +38.8% | +17.7% | +44.8% |
| 1Y | +48.4% | +37.7% | +10.7% | +37.3% |
| 3Y | +59.1% | -13.5% | +72.6% | +57.0% |
| 5Y | +109.5% | -59.3% | +168.8% | +149.4% |
| All | +234.3% | +8.1% | +226.2% | +151.8% |
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 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