+98.8%
CVE vs AVTR
+16.8%
+82.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.4% |
| 7D | +2.5% | +2.7% | -0.2% | +2.7% |
| 30D | +16.7% | +12.1% | +4.7% | +17.6% |
| 3M | +9.3% | +57.2% | -48.0% | +13.4% |
| 6M | +43.6% | +73.1% | -29.5% | +50.8% |
| YTD | +93.6% | +30.6% | +63.0% | +100.4% |
| 1Y | +98.8% | +13.5% | +85.3% | +105.7% |
| All | +98.8% | +16.8% | +82.0% | +105.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling