-22.4%
CPNG vs AVTR
-26.6%
+4.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.4% | -2.0% | -3.4% | -5.2% |
| 30D | -11.1% | +8.1% | -19.2% | -11.9% |
| 3M | -3.0% | +54.2% | -57.2% | -8.5% |
| 6M | -23.5% | +82.6% | -106.1% | -29.6% |
| YTD | -37.8% | +29.8% | -67.7% | -40.1% |
| 1Y | -54.3% | +18.0% | -72.3% | -56.0% |
| All | -22.4% | -26.6% | +4.2% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling