+46.4%
CL vs AVTR
+1.7%
+44.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.3% |
| 7D | -2.2% | +2.7% | -4.9% | -2.4% |
| 30D | -4.8% | +12.1% | -16.9% | -5.9% |
| 3M | +4.9% | +57.2% | -52.3% | +0.3% |
| 6M | -5.7% | +73.1% | -78.8% | -10.9% |
| YTD | +14.4% | +30.6% | -16.2% | +10.9% |
| 1Y | +8.7% | +13.5% | -4.7% | +6.3% |
| 3Y | +30.0% | -31.0% | +61.0% | +32.1% |
| 5Y | +28.4% | -63.2% | +91.6% | +39.5% |
| All | +46.4% | +1.7% | +44.7% | +35.2% |
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