+598.5%
CEG vs AVTR
-58.0%
+656.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.9% |
| 7D | +17.8% | +3.2% | +14.7% | +17.4% |
| 30D | -4.5% | +0.5% | -5.0% | -4.6% |
| 3M | +1.5% | +12.1% | -10.6% | 0.0% |
| 6M | -3.5% | +91.2% | -94.7% | -11.7% |
| YTD | -19.7% | +36.3% | -56.0% | -23.5% |
| 1Y | -19.8% | +35.2% | -55.0% | -23.6% |
| 3Y | +136.4% | -15.8% | +152.3% | +127.9% |
| All | +598.5% | -58.0% | +656.5% | +753.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling