+131.1%
CMS vs ATI
+1,059.6%
-928.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.8% | -1.6% |
| 7D | -0.5% | +6.2% | -6.7% | -0.9% |
| 30D | +7.2% | -7.1% | +14.3% | +7.6% |
| 3M | -1.3% | -21.3% | +20.1% | +0.2% |
| 6M | -4.3% | +6.5% | -10.8% | -5.2% |
| YTD | +2.1% | +53.2% | -51.1% | -1.7% |
| 1Y | -0.6% | +82.7% | -83.3% | -5.5% |
| 3Y | +38.0% | +314.3% | -276.3% | +20.6% |
| 5Y | +33.6% | +890.9% | -857.3% | +7.1% |
| All | +131.1% | +1,059.6% | -928.5% | +68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling