+1,009.9%
CRS vs AVTR
+3.6%
+1,006.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -4.1% |
| 7D | -3.1% | +7.4% | -10.5% | -5.2% |
| 30D | -19.6% | +12.2% | -31.8% | -22.5% |
| 3M | -8.1% | +57.4% | -65.5% | -21.1% |
| 6M | +18.6% | +86.7% | -68.1% | -3.9% |
| YTD | +45.9% | +33.1% | +12.8% | +30.2% |
| 1Y | +82.5% | +16.1% | +66.3% | +65.7% |
| 3Y | +648.9% | -24.6% | +673.5% | +653.7% |
| 5Y | +1,438.1% | -63.5% | +1,501.6% | +1,895.7% |
| All | +1,009.9% | +3.6% | +1,006.3% | +713.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling