-69.3%
CPNG vs AVTR
-47.2%
-22.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.2% |
| 7D | -1.1% | -1.1% | 0.0% | -0.9% |
| 30D | -7.4% | +6.3% | -13.7% | -8.9% |
| 3M | -12.3% | +53.3% | -65.7% | -22.9% |
| 6M | -19.4% | +78.6% | -98.1% | -32.6% |
| YTD | -35.9% | +29.2% | -65.1% | -41.2% |
| 1Y | -53.4% | +13.8% | -67.2% | -56.7% |
| 3Y | -20.0% | -27.4% | +7.4% | -18.2% |
| 5Y | -49.6% | -65.0% | +15.4% | -25.3% |
| All | -69.3% | -47.2% | -22.1% | -64.8% |
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