+146.2%
CVE vs AVTR
-60.9%
+207.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.5% | -2.3% |
| 7D | -14.1% | -9.2% | -4.8% | -13.0% |
| 30D | -11.6% | -1.9% | -9.7% | -11.4% |
| 3M | 0.0% | +13.3% | -13.3% | -1.6% |
| 6M | -8.4% | +88.1% | -96.5% | -16.2% |
| YTD | +65.9% | +32.1% | +33.8% | +59.3% |
| 1Y | +69.4% | +30.7% | +38.7% | +62.7% |
| 3Y | +55.9% | -17.6% | +73.5% | +54.1% |
| 5Y | +146.2% | -60.3% | +206.5% | +161.0% |
| All | +146.2% | -60.9% | +207.0% | +161.0% |
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