+1,090.2%
ATI vs CRS
+1,392.1%
-301.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.7% |
| 7D | -5.6% | -6.8% | +1.1% | -0.8% |
| 30D | -13.7% | -16.1% | +2.4% | -2.3% |
| 3M | -0.4% | -21.2% | +20.8% | +17.2% |
| 6M | +26.2% | +8.7% | +17.5% | +18.0% |
| YTD | +73.2% | +41.0% | +32.2% | +32.9% |
| 1Y | +161.6% | +82.7% | +78.9% | +62.8% |
| 3Y | +346.2% | +604.8% | -258.6% | -2.1% |
| 5Y | +1,047.6% | +1,384.7% | -337.1% | +31.6% |
| All | +1,090.2% | +1,392.1% | -301.8% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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