-40.3%
CSGP vs AVTR
+1.7%
-42.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.0% |
| 7D | -4.1% | +2.7% | -6.7% | -4.9% |
| 30D | +2.3% | +12.1% | -9.7% | -1.2% |
| 3M | -8.2% | +57.2% | -65.4% | -21.0% |
| 6M | -35.1% | +73.1% | -108.1% | -46.1% |
| YTD | -54.0% | +30.6% | -84.7% | -58.4% |
| 1Y | -65.3% | +13.5% | -78.8% | -67.6% |
| 3Y | -62.6% | -31.0% | -31.6% | -60.6% |
| 5Y | -64.8% | -63.2% | -1.6% | -55.2% |
| All | -40.3% | +1.7% | -42.0% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling