+0.4%
CMS vs ATI
+86.4%
-86.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | +4.1% | +8.3% | -4.3% | +4.0% |
| 30D | +10.9% | -7.3% | +18.1% | +10.9% |
| 3M | -0.2% | -10.5% | +10.3% | -0.1% |
| 6M | -4.7% | +16.4% | -21.1% | -6.6% |
| YTD | +3.9% | +56.1% | -52.2% | -0.7% |
| 1Y | +0.4% | +86.5% | -86.2% | -6.3% |
| All | +0.4% | +86.4% | -86.1% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling