+52.0%
CMS vs AVTR
+5.1%
+46.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.3% |
| 7D | -1.3% | -3.6% | +2.3% | -1.0% |
| 30D | +6.3% | +0.8% | +5.5% | +6.2% |
| 3M | -2.1% | +17.4% | -19.4% | -3.6% |
| 6M | -5.1% | +83.5% | -88.6% | -10.9% |
| YTD | +1.3% | +35.0% | -33.7% | -2.2% |
| 1Y | -1.4% | +36.7% | -38.1% | -5.0% |
| 3Y | +36.9% | -15.3% | +52.3% | +36.2% |
| 5Y | +32.5% | -59.5% | +92.0% | +42.6% |
| All | +52.0% | +5.1% | +46.9% | +41.8% |
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