+8.7%
CNH vs AVTR
-63.6%
+72.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.4% | -6.1% |
| 7D | +8.8% | +7.4% | +1.4% | +6.7% |
| 30D | +24.7% | +12.2% | +12.4% | +20.9% |
| 3M | +27.3% | +57.4% | -30.0% | +11.4% |
| 6M | +23.2% | +86.7% | -63.5% | +1.9% |
| YTD | +48.9% | +33.1% | +15.9% | +35.1% |
| 1Y | +19.4% | +16.1% | +3.3% | +10.2% |
| 3Y | +7.8% | -24.6% | +32.4% | +10.1% |
| 5Y | +8.7% | -63.5% | +72.2% | +33.8% |
| All | +8.7% | -63.6% | +72.3% | +33.8% |
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 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