+136.0%
CMS vs ATI
+1,017.6%
-881.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.9% | -0.4% |
| 7D | -1.1% | +4.7% | -5.8% | -1.5% |
| 30D | +6.6% | -0.2% | +6.8% | +6.4% |
| 3M | +0.8% | -18.5% | +19.3% | +2.0% |
| 6M | -3.3% | +16.4% | -19.7% | -4.8% |
| YTD | +2.7% | +63.4% | -60.7% | -1.5% |
| 1Y | -4.0% | +91.5% | -95.5% | -9.1% |
| 3Y | +37.6% | +329.2% | -291.6% | +19.9% |
| 5Y | +35.4% | +966.7% | -931.3% | +7.8% |
| 10Y | +136.0% | +1,003.8% | -867.7% | +68.9% |
| All | +136.0% | +1,017.6% | -881.6% | +68.9% |
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