+38.3%
CMS vs ATI
+328.8%
-290.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.9% | -0.2% |
| 7D | -1.1% | +4.7% | -5.8% | -1.1% |
| 30D | +6.6% | -0.2% | +6.8% | +6.6% |
| 3M | +0.8% | -18.5% | +19.3% | +0.7% |
| 6M | -3.3% | +16.4% | -19.7% | -3.4% |
| YTD | +2.7% | +63.4% | -60.7% | +2.9% |
| 1Y | -4.0% | +91.5% | -95.5% | -3.6% |
| All | +38.3% | +328.8% | -290.5% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling