-1.4%
CMS vs ATI
+81.8%
-83.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.1% |
| 7D | -1.3% | +6.2% | -7.5% | -1.3% |
| 30D | +6.3% | -7.1% | +13.4% | +6.3% |
| 3M | -2.1% | -21.3% | +19.3% | -1.7% |
| 6M | -5.1% | +6.5% | -11.6% | -6.3% |
| YTD | +1.3% | +53.2% | -51.9% | -3.1% |
| 1Y | -1.4% | +82.7% | -84.1% | -7.6% |
| All | -1.4% | +81.8% | -83.1% | -7.6% |
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