+672.8%
CVS vs ATI
+1,117.2%
-444.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.9% |
| 7D | +4.0% | -0.1% | +4.0% | +3.9% |
| 30D | -2.4% | +2.7% | -5.1% | -3.0% |
| 3M | +2.7% | +16.3% | -13.7% | -0.1% |
| 6M | +21.9% | +30.2% | -8.3% | +16.2% |
| YTD | +24.7% | +83.6% | -58.8% | +12.9% |
| 1Y | +35.4% | +173.0% | -137.6% | +15.1% |
| 3Y | +65.2% | +356.6% | -291.5% | +26.9% |
| 5Y | +30.5% | +1,074.2% | -1,043.6% | -14.9% |
| 10Y | +40.4% | +1,136.2% | -1,095.8% | -18.1% |
| All | +672.8% | +1,117.2% | -444.3% | +234.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling