+332.3%
CRS vs AVTR
-16.2%
+348.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +4.8% | +0.5% | +4.3% | +4.7% |
| 30D | -23.2% | -1.0% | -22.2% | -23.0% |
| 3M | -45.5% | +12.2% | -57.7% | -46.4% |
| 6M | -33.1% | +97.5% | -130.6% | -40.5% |
| YTD | -7.2% | +35.6% | -42.8% | -13.0% |
| 1Y | -10.0% | +32.8% | -42.8% | -15.5% |
| 3Y | +332.3% | -16.5% | +348.8% | +339.5% |
| All | +332.3% | -16.2% | +348.5% | +339.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling