+63.6%
CVS vs ATI
+361.7%
-298.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -1.6% | +3.2% | -4.7% | -1.9% |
| 30D | +0.4% | -9.0% | +9.4% | +1.4% |
| 3M | -0.4% | +15.1% | -15.5% | -2.6% |
| 6M | +25.1% | +38.1% | -13.0% | +19.1% |
| YTD | +23.9% | +80.7% | -56.8% | +13.7% |
| 1Y | +41.1% | +167.5% | -126.4% | +22.6% |
| 3Y | +63.6% | +366.0% | -302.4% | +29.9% |
| All | +63.6% | +361.7% | -298.1% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling