+629.1%
CRS vs AVTR
-26.6%
+655.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | -0.5% | +1.6% | -2.1% | -0.8% |
| 30D | -18.1% | +8.4% | -26.5% | -19.2% |
| 3M | -12.4% | +50.2% | -62.6% | -18.7% |
| 6M | +15.9% | +82.6% | -66.6% | +3.7% |
| YTD | +45.8% | +29.8% | +16.0% | +37.1% |
| 1Y | +87.8% | +16.0% | +71.8% | +76.7% |
| All | +629.1% | -26.6% | +655.7% | +643.0% |
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 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