+320.2%
CVE vs AVTR
-64.3%
+384.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | +2.5% | +2.7% | -0.2% | +2.1% |
| 30D | +16.7% | +12.1% | +4.7% | +15.0% |
| 3M | +9.3% | +57.2% | -48.0% | +2.8% |
| 6M | +43.6% | +73.1% | -29.5% | +32.9% |
| YTD | +93.6% | +30.6% | +63.0% | +86.2% |
| 1Y | +98.8% | +13.5% | +85.3% | +92.8% |
| 3Y | +73.6% | -31.0% | +104.6% | +78.0% |
| All | +320.2% | -64.3% | +384.5% | +358.1% |
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