+110.9%
CF vs AVTR
-58.9%
+169.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +4.8% | +0.5% | +4.3% | +4.7% |
| 30D | +4.7% | -1.0% | +5.7% | +4.7% |
| 3M | +7.4% | +12.2% | -4.8% | +6.2% |
| 6M | +0.6% | +97.5% | -96.9% | -6.0% |
| YTD | +64.1% | +35.6% | +28.5% | +59.8% |
| 1Y | +51.4% | +32.8% | +18.6% | +47.7% |
| 3Y | +67.8% | -16.5% | +84.3% | +72.0% |
| All | +110.9% | -58.9% | +169.9% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling