+61.2%
CVS vs ATI
+1,002.4%
-941.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | +10.4% | +13.0% | -2.6% | +8.5% |
| 30D | +3.3% | +0.2% | +3.1% | +3.0% |
| 3M | -4.5% | -17.5% | +13.0% | -2.3% |
| 6M | -4.4% | +18.1% | -22.5% | -7.7% |
| YTD | +16.6% | +65.7% | -49.1% | +6.5% |
| 1Y | +15.3% | +91.9% | -76.6% | +3.0% |
| 3Y | +48.6% | +335.2% | -286.7% | +13.9% |
| 5Y | +12.9% | +1,004.3% | -991.4% | -26.7% |
| All | +61.2% | +1,002.4% | -941.2% | -1.3% |
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