+47.3%
CVS vs ATI
+325.6%
-278.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.5% |
| 7D | -2.6% | +1.3% | -4.0% | -2.8% |
| 30D | +4.0% | -4.8% | +8.8% | +4.4% |
| 3M | -6.3% | -19.9% | +13.6% | -4.3% |
| 6M | -0.4% | +15.4% | -15.7% | -3.2% |
| YTD | +15.6% | +59.2% | -43.6% | +7.3% |
| 1Y | +18.3% | +86.3% | -67.9% | +7.5% |
| 3Y | +47.3% | +318.2% | -271.0% | +17.1% |
| All | +47.3% | +325.6% | -278.4% | +17.1% |
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