+130.9%
CVS vs AVTR
+1.7%
+129.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.3% |
| 7D | +4.0% | +2.7% | +1.3% | +3.6% |
| 30D | -2.4% | +12.1% | -14.5% | -4.0% |
| 3M | +2.7% | +57.2% | -54.6% | -4.2% |
| 6M | +21.9% | +73.1% | -51.2% | +11.9% |
| YTD | +24.7% | +30.6% | -5.9% | +18.9% |
| 1Y | +35.4% | +13.5% | +22.0% | +30.8% |
| 3Y | +65.2% | -31.0% | +96.2% | +69.6% |
| 5Y | +30.5% | -63.2% | +93.8% | +46.0% |
| All | +130.9% | +1.7% | +129.2% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling