+4,700.0%
CLS vs AVTR
+1.1%
+4,698.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.9% |
| 7D | +20.1% | +1.6% | +18.5% | +19.6% |
| 30D | +6.0% | +8.4% | -2.3% | +3.3% |
| 3M | -10.3% | +50.2% | -60.4% | -22.8% |
| 6M | +24.5% | +82.6% | -58.1% | -0.4% |
| YTD | +12.9% | +29.8% | -17.0% | +0.7% |
| 1Y | +36.7% | +16.0% | +20.7% | +22.7% |
| 3Y | +1,328.1% | -26.4% | +1,354.5% | +1,356.5% |
| 5Y | +3,682.3% | -64.5% | +3,746.8% | +5,010.4% |
| All | +4,700.0% | +1.1% | +4,698.9% | +3,592.2% |
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 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