+3,121.4%
CLS vs AVTR
+5.8%
+3,115.7%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +1.1% |
| 7D | -13.9% | -0.1% | -13.7% | -13.7% |
| 30D | -38.2% | -0.6% | -37.5% | -38.0% |
| 3M | -28.8% | +13.4% | -42.2% | -31.8% |
| 6M | -40.4% | +87.4% | -127.7% | -52.7% |
| YTD | -24.3% | +35.9% | -60.1% | -33.5% |
| 1Y | -35.0% | +35.4% | -70.4% | -43.1% |
| 3Y | +778.7% | -16.1% | +794.8% | +753.2% |
| 5Y | +1,884.8% | -59.4% | +1,944.2% | +2,440.1% |
| All | +3,121.4% | +5.8% | +3,115.7% | +2,337.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling