-29.6%
CLS vs AVTR
+37.4%
-67.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.4% | -9.4% | -9.1% |
| 7D | -21.1% | -6.2% | -14.9% | -20.7% |
| 30D | -38.2% | -1.0% | -37.2% | -38.2% |
| 3M | -36.3% | +14.4% | -50.7% | -37.0% |
| 6M | -43.8% | +95.9% | -139.7% | -49.0% |
| YTD | -20.0% | +36.6% | -56.6% | -26.7% |
| 1Y | -29.6% | +35.1% | -64.7% | -37.3% |
| All | -29.6% | +37.4% | -67.0% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling