-40.2%
CSGP vs AVTR
+5.6%
-45.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +1.3% | +0.5% | +0.9% | +1.2% |
| 30D | +2.8% | -1.0% | +3.8% | +3.1% |
| 3M | -6.3% | +12.2% | -18.5% | -9.8% |
| 6M | -3.2% | +97.5% | -100.6% | -22.8% |
| YTD | -54.0% | +35.6% | -89.6% | -58.9% |
| 1Y | -54.8% | +32.8% | -87.6% | -59.5% |
| 3Y | -60.6% | -16.5% | -44.1% | -61.0% |
| 5Y | -62.6% | -59.1% | -3.5% | -53.9% |
| All | -40.2% | +5.6% | -45.8% | -45.5% |
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 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