+972.7%
CRS vs AVTR
+0.6%
+972.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | -6.8% | -1.1% | -5.7% | -6.5% |
| 30D | -16.1% | +6.3% | -22.4% | -17.8% |
| 3M | -21.2% | +53.3% | -74.5% | -31.8% |
| 6M | +8.7% | +78.6% | -70.0% | -10.8% |
| YTD | +41.0% | +29.2% | +11.7% | +26.9% |
| 1Y | +82.7% | +13.8% | +68.8% | +66.8% |
| 3Y | +604.8% | -27.4% | +632.2% | +617.9% |
| 5Y | +1,384.7% | -65.0% | +1,449.7% | +1,854.5% |
| All | +972.7% | +0.6% | +972.1% | +692.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling