+7.8%
CNH vs AVTR
-25.8%
+33.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.4% | -6.0% |
| 7D | +8.8% | +7.4% | +1.4% | +7.0% |
| 30D | +24.7% | +12.2% | +12.4% | +21.4% |
| 3M | +27.3% | +57.4% | -30.0% | +13.2% |
| 6M | +23.2% | +86.7% | -63.5% | +4.1% |
| YTD | +48.9% | +33.1% | +15.9% | +36.8% |
| 1Y | +19.4% | +16.1% | +3.3% | +11.1% |
| 3Y | +7.8% | -24.6% | +32.4% | +9.8% |
| All | +7.8% | -25.8% | +33.5% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling