+323.3%
CMI vs AVTR
+3.6%
+319.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.2% |
| 7D | +1.9% | +7.4% | -5.5% | +0.4% |
| 30D | -12.5% | +12.2% | -24.7% | -14.6% |
| 3M | -16.2% | +57.4% | -73.6% | -24.5% |
| 6M | +4.9% | +86.7% | -81.8% | -9.4% |
| YTD | +11.1% | +33.1% | -21.9% | +3.0% |
| 1Y | +43.4% | +16.1% | +27.2% | +34.2% |
| 3Y | +154.1% | -24.6% | +178.7% | +155.2% |
| 5Y | +169.5% | -63.5% | +233.0% | +212.1% |
| All | +323.3% | +3.6% | +319.7% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling