+231.7%
CTVA vs ATI
+850.2%
-618.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.8% | -1.6% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | +11.9% | +2.7% | +9.2% | +10.8% |
| 3M | +13.7% | +16.3% | -2.6% | +8.4% |
| 6M | +13.1% | +30.2% | -17.0% | +4.0% |
| YTD | +32.0% | +83.6% | -51.6% | +10.8% |
| 1Y | +22.1% | +173.0% | -150.9% | -8.3% |
| 3Y | +77.5% | +356.6% | -279.2% | +10.4% |
| 5Y | +106.3% | +1,074.2% | -967.9% | -6.9% |
| All | +231.7% | +850.2% | -618.5% | +44.2% |
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