+110.5%
CF vs AVTR
-60.9%
+171.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.3% | +9.4% | +6.5% |
| 7D | +0.4% | -9.2% | +9.6% | +1.2% |
| 30D | +2.2% | -1.9% | +4.1% | +2.3% |
| 3M | +2.1% | +13.3% | -11.2% | +0.8% |
| 6M | -6.5% | +88.1% | -94.6% | -12.3% |
| YTD | +55.6% | +32.1% | +23.4% | +51.8% |
| 1Y | +42.3% | +30.7% | +11.6% | +38.9% |
| 3Y | +55.7% | -17.6% | +73.3% | +59.7% |
| All | +110.5% | -60.9% | +171.5% | +135.6% |
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