+177.8%
CFG vs AVTR
+1.7%
+176.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.4% |
| 7D | +1.5% | +2.7% | -1.1% | +0.6% |
| 30D | -3.8% | +12.1% | -15.9% | -7.8% |
| 3M | +11.5% | +57.2% | -45.8% | -6.8% |
| 6M | +19.2% | +73.1% | -53.9% | -4.5% |
| YTD | +23.7% | +30.6% | -6.9% | +9.3% |
| 1Y | +38.8% | +13.5% | +25.4% | +25.6% |
| 3Y | +178.9% | -31.0% | +209.9% | +194.3% |
| 5Y | +101.8% | -63.2% | +165.0% | +171.8% |
| All | +177.8% | +1.7% | +176.1% | +91.6% |
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 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