+126.1%
CVX vs ATI
+951.9%
-825.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -6.2% | +1.3% | -7.6% | -6.4% |
| 30D | -0.4% | -4.8% | +4.4% | 0.0% |
| 3M | +9.3% | -19.9% | +29.2% | +12.2% |
| 6M | +18.4% | +15.4% | +3.0% | +14.5% |
| YTD | +42.5% | +59.2% | -16.8% | +28.6% |
| 1Y | +41.0% | +86.3% | -45.2% | +23.4% |
| 3Y | +67.5% | +318.2% | -250.7% | +18.7% |
| 5Y | +126.1% | +958.6% | -832.5% | +27.6% |
| All | +126.1% | +951.9% | -825.8% | +27.6% |
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 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