+267.8%
CVE vs AVTR
+5.1%
+262.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.2% |
| 7D | -16.1% | -3.6% | -12.5% | -15.2% |
| 30D | -10.4% | +0.8% | -11.2% | -10.7% |
| 3M | -2.4% | +17.4% | -19.7% | -7.1% |
| 6M | -4.4% | +83.5% | -87.9% | -21.5% |
| YTD | +64.9% | +35.0% | +30.0% | +47.1% |
| 1Y | +66.0% | +36.7% | +29.4% | +46.8% |
| 3Y | +57.7% | -15.3% | +73.0% | +50.7% |
| 5Y | +144.7% | -59.5% | +204.2% | +209.0% |
| All | +267.8% | +5.1% | +262.7% | +180.2% |
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