+616.2%
CVS vs ATI
+955.8%
-339.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.6% |
| 7D | -2.6% | +1.3% | -4.0% | -2.9% |
| 30D | +4.0% | -4.8% | +8.8% | +4.5% |
| 3M | -6.3% | -19.9% | +13.6% | -3.7% |
| 6M | -0.4% | +15.4% | -15.7% | -3.4% |
| YTD | +15.6% | +59.2% | -43.6% | +6.3% |
| 1Y | +18.3% | +86.3% | -67.9% | +6.3% |
| 3Y | +47.3% | +318.2% | -271.0% | +14.3% |
| 5Y | +13.2% | +958.6% | -945.5% | -25.2% |
| 10Y | +57.2% | +996.8% | -939.6% | -6.5% |
| All | +616.2% | +955.8% | -339.6% | +215.2% |
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