+109.1%
CNH vs AVTR
+1.7%
+107.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.5% | +4.5% |
| 7D | +23.3% | +2.7% | +20.6% | +22.3% |
| 30D | +33.5% | +12.1% | +21.4% | +29.0% |
| 3M | +32.7% | +57.2% | -24.5% | +14.4% |
| 6M | +22.2% | +73.1% | -50.9% | +1.6% |
| YTD | +57.7% | +30.6% | +27.1% | +42.1% |
| 1Y | +28.0% | +13.5% | +14.5% | +17.8% |
| 3Y | +11.5% | -31.0% | +42.5% | +16.9% |
| 5Y | +11.9% | -63.2% | +75.1% | +40.9% |
| All | +109.1% | +1.7% | +107.4% | +87.8% |
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