+150.2%
CFG vs AVTR
+5.1%
+145.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.7% |
| 7D | -0.9% | -3.6% | +2.7% | +0.4% |
| 30D | +1.1% | +0.8% | +0.3% | +0.7% |
| 3M | -12.0% | +17.4% | -29.4% | -17.2% |
| 6M | -2.2% | +83.5% | -85.7% | -23.2% |
| YTD | +11.4% | +35.0% | -23.6% | -2.9% |
| 1Y | +27.8% | +36.7% | -8.8% | +10.7% |
| 3Y | +173.3% | -15.3% | +188.6% | +163.4% |
| 5Y | +62.4% | -59.5% | +121.9% | +110.6% |
| All | +150.2% | +5.1% | +145.1% | +70.0% |
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 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