+59.1%
CF vs AVTR
-13.5%
+72.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.2% |
| 7D | -0.9% | +1.9% | -2.8% | -1.0% |
| 30D | +6.9% | +1.5% | +5.4% | +6.8% |
| 3M | +4.8% | +17.1% | -12.2% | +3.9% |
| 6M | +4.7% | +91.5% | -86.8% | +0.9% |
| YTD | +56.5% | +38.8% | +17.7% | +55.3% |
| 1Y | +48.4% | +37.7% | +10.7% | +47.4% |
| 3Y | +59.1% | -13.5% | +72.6% | +59.0% |
| All | +59.1% | -13.5% | +72.6% | +59.0% |
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