+73.0%
CF vs AVTR
-31.1%
+104.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.2% |
| 7D | +6.0% | +2.7% | +3.3% | +5.8% |
| 30D | +14.8% | +12.1% | +2.8% | +14.1% |
| 3M | +14.1% | +57.2% | -43.2% | +11.3% |
| 6M | +28.5% | +73.1% | -44.5% | +24.6% |
| YTD | +74.9% | +30.6% | +44.3% | +74.1% |
| 1Y | +61.7% | +13.5% | +48.2% | +62.3% |
| All | +73.0% | -31.1% | +104.1% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling