+3,395.3%
CLS vs AVTR
+6.9%
+3,388.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.0% | +7.5% | +8.2% |
| 7D | +2.8% | +0.5% | +2.2% | +2.8% |
| 30D | -30.1% | +1.5% | -31.6% | -30.4% |
| 3M | -21.7% | +14.2% | -36.0% | -25.1% |
| 6M | -36.2% | +97.4% | -133.6% | -50.3% |
| YTD | -17.8% | +37.3% | -55.1% | -28.1% |
| 1Y | -26.8% | +36.8% | -63.6% | -36.1% |
| 3Y | +853.4% | -15.2% | +868.6% | +822.9% |
| 5Y | +2,005.0% | -59.2% | +2,064.2% | +2,592.2% |
| All | +3,395.3% | +6.9% | +3,388.4% | +2,536.6% |
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