+68.4%
CNP vs AVTR
+6.9%
+61.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -0.1% | +0.5% | -0.6% | -0.2% |
| 30D | +5.0% | +1.5% | +3.5% | +4.7% |
| 3M | +2.7% | +14.2% | -11.6% | +0.2% |
| 6M | -1.9% | +97.4% | -99.3% | -13.5% |
| YTD | +8.8% | +37.3% | -28.5% | +1.7% |
| 1Y | +5.6% | +36.8% | -31.1% | -1.4% |
| 3Y | +63.2% | -15.2% | +78.5% | +60.5% |
| 5Y | +73.8% | -59.2% | +132.9% | +103.6% |
| All | +68.4% | +6.9% | +61.5% | +34.0% |
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 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