+165.0%
CMI vs AVTR
-64.6%
+229.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -0.7% | -1.1% | +0.4% | -0.5% |
| 30D | -12.4% | +6.3% | -18.7% | -13.3% |
| 3M | -14.8% | +53.3% | -68.1% | -21.8% |
| 6M | +0.8% | +78.6% | -77.9% | -10.5% |
| YTD | +10.2% | +29.2% | -19.0% | +3.7% |
| 1Y | +37.4% | +13.8% | +23.6% | +29.8% |
| 3Y | +153.3% | -27.4% | +180.7% | +155.4% |
| All | +165.0% | -64.6% | +229.6% | +184.0% |
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