+562.3%
CEG vs AVTR
-58.1%
+620.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.8% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -10.2% | -0.6% | -9.5% | -10.1% |
| 3M | -0.8% | +13.4% | -14.2% | -2.4% |
| 6M | -11.5% | +87.4% | -98.9% | -18.8% |
| YTD | -23.9% | +35.9% | -59.7% | -27.4% |
| 1Y | -25.4% | +35.4% | -60.8% | -28.9% |
| 3Y | +124.2% | -16.1% | +140.3% | +116.2% |
| All | +562.3% | -58.1% | +620.4% | +709.1% |
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 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