+101.7%
CI vs AVTR
+1.7%
+100.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | +1.3% | +2.7% | -1.4% | +0.8% |
| 30D | +4.4% | +12.1% | -7.6% | +2.0% |
| 3M | +0.7% | +57.2% | -56.6% | -8.7% |
| 6M | +0.3% | +73.1% | -72.7% | -11.1% |
| YTD | +3.8% | +30.6% | -26.8% | -3.1% |
| 1Y | -5.5% | +13.5% | -19.0% | -10.1% |
| 3Y | +8.1% | -31.0% | +39.1% | +10.9% |
| 5Y | +42.8% | -63.2% | +106.0% | +71.1% |
| All | +101.7% | +1.7% | +100.0% | +64.0% |
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 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