+62.9%
CNP vs AVTR
+1.7%
+61.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.5% |
| 7D | +1.1% | +2.7% | -1.6% | +0.6% |
| 30D | -1.8% | +12.1% | -13.9% | -3.7% |
| 3M | -4.6% | +57.2% | -61.9% | -12.3% |
| 6M | -8.8% | +73.1% | -81.9% | -17.9% |
| YTD | +5.2% | +30.6% | -25.4% | -0.7% |
| 1Y | +8.3% | +13.5% | -5.2% | +3.6% |
| 3Y | +54.9% | -31.0% | +85.9% | +60.0% |
| 5Y | +73.5% | -63.2% | +136.7% | +107.7% |
| All | +62.9% | +1.7% | +61.2% | +30.9% |
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