+30.0%
CL vs AVTR
-64.3%
+94.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.4% |
| 7D | -2.2% | +2.7% | -4.9% | -2.3% |
| 30D | -4.8% | +12.1% | -16.9% | -5.4% |
| 3M | +4.9% | +57.2% | -52.3% | +2.2% |
| 6M | -5.7% | +73.1% | -78.8% | -8.8% |
| YTD | +14.4% | +30.6% | -16.2% | +12.4% |
| 1Y | +8.7% | +13.5% | -4.7% | +7.4% |
| 3Y | +30.0% | -31.0% | +61.0% | +31.8% |
| All | +30.0% | -64.3% | +94.4% | +34.8% |
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