+159.5%
CVE vs AVTR
-58.9%
+218.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +5.9% | +0.5% | +5.5% | +5.9% |
| 30D | -10.9% | -1.0% | -9.8% | -10.8% |
| 3M | -4.5% | +12.2% | -16.7% | -6.0% |
| 6M | -1.0% | +97.5% | -98.4% | -9.8% |
| YTD | +74.7% | +35.6% | +39.1% | +67.3% |
| 1Y | +65.8% | +32.8% | +33.0% | +59.1% |
| 3Y | +73.2% | -16.5% | +89.7% | +71.1% |
| All | +159.5% | -58.9% | +218.4% | +171.8% |
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