+54.1%
CMS vs AVTR
+8.1%
+46.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.3% |
| 7D | -0.9% | +1.9% | -2.8% | -1.1% |
| 30D | +7.1% | +1.5% | +5.5% | +6.9% |
| 3M | -1.3% | +17.1% | -18.4% | -2.8% |
| 6M | -2.7% | +91.5% | -94.1% | -8.9% |
| YTD | +2.6% | +38.8% | -36.2% | -1.2% |
| 1Y | -2.0% | +37.7% | -39.8% | -5.6% |
| 3Y | +39.6% | -13.5% | +53.1% | +38.6% |
| 5Y | +35.3% | -59.3% | +94.6% | +45.7% |
| All | +54.1% | +8.1% | +46.0% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling