+31.8%
CVS vs ATI
+1,086.3%
-1,054.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.9% | +2.4% | -4.3% | -2.2% |
| 30D | -0.3% | -9.5% | +9.2% | +0.9% |
| 3M | -1.1% | +10.4% | -11.5% | -2.9% |
| 6M | +23.7% | +31.8% | -8.1% | +18.1% |
| YTD | +23.0% | +80.0% | -57.0% | +12.1% |
| 1Y | +37.2% | +175.8% | -138.7% | +17.3% |
| 3Y | +62.4% | +364.2% | -301.8% | +24.9% |
| 5Y | +31.8% | +1,076.9% | -1,045.0% | -10.7% |
| All | +31.8% | +1,086.3% | -1,054.5% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling