+62.0%
CFG vs AVTR
-60.1%
+122.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.5% |
| 7D | -0.9% | -3.6% | +2.7% | 0.0% |
| 30D | +1.1% | +0.8% | +0.3% | +0.8% |
| 3M | -12.0% | +17.4% | -29.4% | -15.8% |
| 6M | -2.2% | +83.5% | -85.7% | -18.0% |
| YTD | +11.4% | +35.0% | -23.6% | +1.0% |
| 1Y | +27.8% | +36.7% | -8.8% | +15.4% |
| 3Y | +173.3% | -15.3% | +188.6% | +167.7% |
| All | +62.0% | -60.1% | +122.1% | +87.6% |
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