+38.2%
CL vs AVTR
-15.7%
+53.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -0.8% | +3.2% | -4.0% | -0.9% |
| 30D | +9.5% | +0.5% | +9.0% | +9.4% |
| 3M | +6.6% | +12.1% | -5.5% | +6.0% |
| 6M | +13.2% | +91.2% | -77.9% | +9.6% |
| YTD | +26.9% | +36.3% | -9.4% | +24.9% |
| 1Y | +27.6% | +35.2% | -7.6% | +25.6% |
| All | +38.2% | -15.7% | +53.9% | +33.1% |
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