+1,191.4%
CVX vs ATI
+955.8%
+235.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -6.2% | +1.3% | -7.6% | -6.6% |
| 30D | -0.4% | -4.8% | +4.4% | +0.2% |
| 3M | +9.3% | -19.9% | +29.2% | +14.1% |
| 6M | +18.4% | +15.4% | +3.0% | +12.2% |
| YTD | +42.5% | +59.2% | -16.8% | +23.2% |
| 1Y | +41.0% | +86.3% | -45.2% | +17.2% |
| 3Y | +67.5% | +318.2% | -250.7% | +9.0% |
| 5Y | +126.1% | +958.6% | -832.5% | +12.8% |
| 10Y | +198.8% | +996.8% | -798.0% | +30.3% |
| All | +1,191.4% | +955.8% | +235.6% | +319.3% |
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