+232.3%
CF vs AVTR
+2.9%
+229.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.3% | +9.4% | +6.8% |
| 7D | +0.4% | -9.2% | +9.6% | +2.2% |
| 30D | +2.2% | -1.9% | +4.1% | +2.4% |
| 3M | +2.1% | +13.3% | -11.2% | -0.6% |
| 6M | -6.5% | +88.1% | -94.6% | -18.4% |
| YTD | +55.6% | +32.1% | +23.4% | +45.2% |
| 1Y | +42.3% | +30.7% | +11.6% | +33.0% |
| 3Y | +55.7% | -17.6% | +73.3% | +55.0% |
| 5Y | +122.4% | -60.3% | +182.8% | +165.1% |
| All | +232.3% | +2.9% | +229.5% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling