+32.9%
CVS vs ATI
+163.6%
-130.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.1% |
| 7D | -2.0% | -2.7% | +0.7% | -1.8% |
| 30D | +1.9% | -13.5% | +15.4% | +2.8% |
| 3M | -2.2% | +8.5% | -10.7% | -3.3% |
| 6M | +26.7% | +25.2% | +1.6% | +23.0% |
| YTD | +22.9% | +73.4% | -50.5% | +15.9% |
| 1Y | +32.9% | +160.5% | -127.6% | +24.7% |
| All | +32.9% | +163.6% | -130.7% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling