+50.4%
CMS vs AVTR
+1.7%
+48.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | -0.1% |
| 7D | +0.4% | +2.7% | -2.3% | +0.1% |
| 30D | -3.6% | +12.1% | -15.7% | -4.7% |
| 3M | -1.9% | +57.2% | -59.2% | -6.3% |
| 6M | -11.0% | +73.1% | -84.0% | -16.0% |
| YTD | +0.2% | +30.6% | -30.4% | -2.9% |
| 1Y | -1.3% | +13.5% | -14.8% | -3.6% |
| 3Y | +35.9% | -31.0% | +66.9% | +38.7% |
| 5Y | +23.1% | -63.2% | +86.3% | +33.9% |
| All | +50.4% | +1.7% | +48.7% | +40.8% |
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