+3,542.1%
CLS vs AVTR
-63.6%
+3,605.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.8% | +5.2% |
| 7D | +12.8% | +7.4% | +5.4% | +10.9% |
| 30D | +3.8% | +12.2% | -8.4% | +1.0% |
| 3M | -14.6% | +57.4% | -72.0% | -24.5% |
| 6M | +32.2% | +86.7% | -54.4% | +11.2% |
| YTD | +11.6% | +33.1% | -21.4% | +2.0% |
| 1Y | +35.1% | +16.1% | +18.9% | +24.6% |
| 3Y | +1,312.5% | -24.6% | +1,337.2% | +1,340.1% |
| 5Y | +3,542.1% | -63.5% | +3,605.5% | +4,795.1% |
| All | +3,542.1% | -63.6% | +3,605.6% | +4,795.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling