+397.0%
CMS vs ATI
+915.7%
-518.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.7% |
| 7D | -1.3% | +6.2% | -7.5% | -2.2% |
| 30D | +6.3% | -7.1% | +13.4% | +7.1% |
| 3M | -2.1% | -21.3% | +19.3% | +0.9% |
| 6M | -5.1% | +6.5% | -11.6% | -6.8% |
| YTD | +1.3% | +53.2% | -51.9% | -6.1% |
| 1Y | -1.4% | +82.7% | -84.1% | -10.9% |
| 3Y | +36.9% | +314.3% | -277.4% | +6.0% |
| 5Y | +32.5% | +890.9% | -858.4% | -12.5% |
| 10Y | +126.8% | +1,142.3% | -1,015.6% | +25.3% |
| All | +397.0% | +915.7% | -518.7% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling