+1,876.2%
CLS vs AVTR
-58.9%
+1,935.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.8% | +5.0% | +7.2% |
| 7D | -10.6% | +1.9% | -12.5% | -10.8% |
| 30D | -38.4% | +1.5% | -40.0% | -38.6% |
| 3M | -29.9% | +17.1% | -46.9% | -32.5% |
| 6M | -40.6% | +91.5% | -132.1% | -50.3% |
| YTD | -24.6% | +38.8% | -63.4% | -31.8% |
| 1Y | -30.8% | +37.7% | -68.5% | -37.4% |
| 3Y | +811.7% | -13.5% | +825.2% | +792.9% |
| All | +1,876.2% | -58.9% | +1,935.2% | +2,310.7% |
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