+218.9%
CTVA vs ATI
+797.6%
-578.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.3% | +0.6% |
| 7D | -4.7% | -2.7% | -2.0% | -4.1% |
| 30D | +11.1% | -13.5% | +24.6% | +14.8% |
| 3M | +13.7% | +8.5% | +5.2% | +10.3% |
| 6M | +11.2% | +25.2% | -14.0% | +3.2% |
| YTD | +26.9% | +73.4% | -46.5% | +8.0% |
| 1Y | +18.8% | +160.5% | -141.7% | -9.7% |
| 3Y | +75.9% | +347.3% | -271.3% | +9.8% |
| 5Y | +105.2% | +1,049.0% | -943.7% | -7.1% |
| All | +218.9% | +797.6% | -578.7% | +40.5% |
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