+60.4%
CVS vs ATI
+961.4%
-901.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | 0.0% |
| 7D | +6.6% | +4.2% | +2.4% | +5.9% |
| 30D | -0.4% | -2.5% | +2.1% | -0.4% |
| 3M | -5.3% | -19.4% | +14.2% | -2.7% |
| 6M | -7.7% | +11.1% | -18.8% | -10.1% |
| YTD | +16.0% | +59.5% | -43.5% | +6.6% |
| 1Y | +16.2% | +85.8% | -69.5% | +4.3% |
| 3Y | +47.6% | +311.9% | -264.3% | +14.1% |
| 5Y | +12.3% | +963.2% | -950.9% | -26.7% |
| All | +60.4% | +961.4% | -901.0% | -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