+1,088.8%
ATI vs CRL
-37.4%
+1,126.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.9% |
| 7D | +3.2% | -0.6% | +3.7% | +3.3% |
| 30D | -9.0% | +5.0% | -14.0% | -10.2% |
| 3M | +15.1% | +50.6% | -35.5% | +2.9% |
| 6M | +38.1% | +60.9% | -22.8% | +20.4% |
| YTD | +80.7% | +40.7% | +39.9% | +62.2% |
| 1Y | +167.5% | +73.3% | +94.2% | +125.6% |
| 3Y | +366.0% | +40.6% | +325.4% | +298.4% |
| 5Y | +1,088.8% | -37.0% | +1,125.7% | +998.2% |
| All | +1,088.8% | -37.4% | +1,126.2% | +998.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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