+74.6%
CNP vs AVTR
-59.2%
+133.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | +0.2% |
| 7D | -4.3% | +1.9% | -6.2% | -4.4% |
| 30D | +5.7% | +1.5% | +4.2% | +5.6% |
| 3M | +0.9% | +17.1% | -16.2% | -0.1% |
| 6M | -1.1% | +91.5% | -92.5% | -5.6% |
| YTD | +8.3% | +38.8% | -30.6% | +5.8% |
| 1Y | +5.9% | +37.7% | -31.8% | +3.5% |
| 3Y | +64.6% | -13.5% | +78.1% | +65.7% |
| 5Y | +74.6% | -59.3% | +133.9% | +93.5% |
| All | +74.6% | -59.2% | +133.8% | +93.5% |
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