+217.2%
CVX vs ATI
+1,155.5%
-938.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.4% |
| 7D | +0.7% | -2.7% | +3.4% | +1.3% |
| 30D | +9.1% | -13.5% | +22.6% | +12.8% |
| 3M | +13.1% | +8.5% | +4.6% | +9.8% |
| 6M | +16.3% | +25.2% | -8.9% | +7.5% |
| YTD | +43.5% | +73.4% | -29.9% | +21.2% |
| 1Y | +40.2% | +160.5% | -120.4% | +5.4% |
| 3Y | +44.2% | +347.3% | -303.0% | -11.5% |
| 5Y | +170.6% | +1,049.0% | -878.3% | +20.2% |
| All | +217.2% | +1,155.5% | -938.3% | +21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling