+626.9%
CEG vs AVTR
-60.0%
+686.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.4% |
| 7D | +1.3% | +1.6% | -0.2% | +1.1% |
| 30D | +8.8% | +8.4% | +0.5% | +7.7% |
| 3M | +17.0% | +50.2% | -33.2% | +10.7% |
| 6M | -8.7% | +82.6% | -91.3% | -16.1% |
| YTD | -16.4% | +29.8% | -46.3% | -19.9% |
| 1Y | -1.8% | +16.0% | -17.7% | -5.7% |
| 3Y | +175.8% | -26.4% | +202.2% | +173.6% |
| All | +626.9% | -60.0% | +686.9% | +793.4% |
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