+121.7%
CMS vs ATI
+1,108.2%
-986.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.4% |
| 7D | -1.3% | +6.2% | -7.5% | -1.7% |
| 30D | +6.3% | -7.1% | +13.4% | +6.7% |
| 3M | -2.1% | -21.3% | +19.3% | -0.7% |
| 6M | -5.1% | +6.5% | -11.6% | -5.9% |
| YTD | +1.3% | +53.2% | -51.9% | -2.4% |
| 1Y | -1.4% | +82.7% | -84.1% | -6.2% |
| 3Y | +36.9% | +314.3% | -277.4% | +20.0% |
| 5Y | +32.5% | +890.9% | -858.4% | +6.7% |
| All | +121.7% | +1,108.2% | -986.5% | +68.0% |
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