+137.3%
CTVA vs ATI
+725.8%
-588.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +3.5% |
| 7D | -20.8% | +4.2% | -24.9% | -21.6% |
| 30D | -29.6% | -2.5% | -27.1% | -29.7% |
| 3M | -16.9% | -19.4% | +2.5% | -13.4% |
| 6M | -24.3% | +11.1% | -35.3% | -27.8% |
| YTD | -5.6% | +59.5% | -65.1% | -18.8% |
| 1Y | -4.2% | +85.8% | -89.9% | -20.8% |
| 3Y | +43.3% | +311.9% | -268.6% | -9.4% |
| 5Y | +35.7% | +963.2% | -927.5% | -37.7% |
| All | +137.3% | +725.8% | -588.6% | +5.7% |
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