+134.8%
CVE vs AVTR
-59.2%
+193.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.2% |
| 7D | -10.1% | +1.9% | -12.0% | -10.3% |
| 30D | -12.1% | +1.5% | -13.6% | -12.3% |
| 3M | -1.9% | +17.1% | -18.9% | -3.9% |
| 6M | -1.8% | +91.5% | -93.3% | -10.2% |
| YTD | +65.8% | +38.8% | +27.0% | +58.3% |
| 1Y | +60.8% | +37.7% | +23.1% | +53.5% |
| 3Y | +70.1% | -13.5% | +83.6% | +67.2% |
| 5Y | +134.8% | -59.3% | +194.1% | +147.4% |
| All | +134.8% | -59.2% | +193.9% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling