-9.6%
CNH vs AVTR
-59.8%
+50.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.2% | -3.8% |
| 7D | +4.5% | -0.1% | +4.6% | +4.7% |
| 30D | +7.6% | -0.6% | +8.3% | +7.8% |
| 3M | +17.0% | +13.4% | +3.6% | +12.8% |
| 6M | +12.9% | +87.4% | -74.4% | -7.0% |
| YTD | +34.3% | +35.9% | -1.6% | +20.6% |
| 1Y | +28.5% | +35.4% | -6.9% | +15.4% |
| 3Y | +31.9% | -16.1% | +48.0% | +30.0% |
| 5Y | -9.6% | -59.4% | +49.8% | +14.4% |
| All | -9.6% | -59.8% | +50.2% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling