+69.4%
CNP vs AVTR
+5.8%
+63.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.4% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | +6.8% | -0.6% | +7.5% | +6.9% |
| 3M | +3.6% | +13.4% | -9.8% | +1.3% |
| 6M | 0.0% | +87.4% | -87.4% | -11.1% |
| YTD | +9.4% | +35.9% | -26.5% | +2.5% |
| 1Y | +6.8% | +35.4% | -28.6% | -0.1% |
| 3Y | +64.2% | -16.1% | +80.3% | +61.8% |
| 5Y | +76.0% | -59.4% | +135.4% | +106.2% |
| All | +69.4% | +5.8% | +63.6% | +35.0% |
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