-41.0%
CSGP vs AVTR
+5.1%
-46.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.9% | -5.3% |
| 7D | +1.3% | -3.6% | +4.9% | +2.3% |
| 30D | +10.7% | +0.8% | +9.9% | +10.3% |
| 3M | +3.3% | +17.4% | -14.1% | -1.9% |
| 6M | -10.3% | +83.5% | -93.8% | -26.9% |
| YTD | -54.6% | +35.0% | -89.6% | -59.4% |
| 1Y | -54.6% | +36.7% | -91.3% | -59.7% |
| 3Y | -60.3% | -15.3% | -45.0% | -60.9% |
| 5Y | -63.3% | -59.5% | -3.8% | -54.6% |
| All | -41.0% | +5.1% | -46.1% | -46.1% |
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