+1,175.4%
CVX vs ATI
+1,117.2%
+58.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -2.0% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | +12.9% | +2.7% | +10.2% | +11.9% |
| 3M | +11.7% | +16.3% | -4.6% | +6.8% |
| 6M | +14.1% | +30.2% | -16.0% | +4.9% |
| YTD | +40.7% | +83.6% | -42.9% | +18.6% |
| 1Y | +37.5% | +173.0% | -135.5% | +4.5% |
| 3Y | +43.9% | +356.6% | -312.7% | -7.7% |
| 5Y | +161.5% | +1,074.2% | -912.7% | +27.8% |
| 10Y | +215.1% | +1,136.2% | -921.1% | +33.5% |
| All | +1,175.4% | +1,117.2% | +58.2% | +303.7% |
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