+58.6%
CVE vs AVTR
-17.4%
+75.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.5% | -2.5% |
| 7D | -14.1% | -9.2% | -4.8% | -13.4% |
| 30D | -11.6% | -1.9% | -9.7% | -11.5% |
| 3M | 0.0% | +13.3% | -13.3% | -0.9% |
| 6M | -8.4% | +88.1% | -96.5% | -13.2% |
| YTD | +65.9% | +32.1% | +33.8% | +62.8% |
| 1Y | +69.4% | +30.7% | +38.7% | +66.2% |
| All | +58.6% | -17.4% | +75.9% | +42.5% |
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