-61.5%
CSGP vs AVTR
-60.9%
-0.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.6% | -0.7% |
| 7D | +13.9% | -9.2% | +23.1% | +16.8% |
| 30D | +16.0% | -1.9% | +17.9% | +16.6% |
| 3M | +6.1% | +13.3% | -7.2% | +2.2% |
| 6M | -8.2% | +88.1% | -96.2% | -25.1% |
| YTD | -52.3% | +32.1% | -84.4% | -56.7% |
| 1Y | -54.5% | +30.7% | -85.2% | -58.7% |
| 3Y | -58.6% | -17.6% | -41.0% | -58.7% |
| 5Y | -61.5% | -60.3% | -1.2% | -47.5% |
| All | -61.5% | -60.9% | -0.6% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling