-23.7%
CLX vs AVTR
-59.2%
+35.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.7% | +5.3% |
| 7D | +17.4% | +1.9% | +15.5% | +17.2% |
| 30D | +27.8% | +1.5% | +26.2% | +27.5% |
| 3M | +3.0% | +17.1% | -14.1% | +1.5% |
| 6M | +17.5% | +91.5% | -73.9% | +10.7% |
| YTD | +10.0% | +38.8% | -28.9% | +6.1% |
| 1Y | +3.3% | +37.7% | -34.5% | -0.3% |
| 3Y | -10.1% | -13.5% | +3.4% | -12.0% |
| 5Y | -23.7% | -59.3% | +35.6% | -24.5% |
| All | -23.7% | -59.2% | +35.4% | -24.5% |
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