+978.9%
ATI vs CRS
+3,673.7%
-2,694.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.1% | -1.7% |
| 7D | +4.2% | +4.8% | -0.6% | +0.2% |
| 30D | -2.5% | -23.2% | +20.6% | +17.5% |
| 3M | -19.4% | -45.5% | +26.1% | +26.2% |
| 6M | +11.1% | -33.1% | +44.2% | +47.6% |
| YTD | +59.5% | -7.2% | +66.7% | +62.7% |
| 1Y | +85.8% | -10.0% | +95.8% | +93.5% |
| 3Y | +311.9% | +332.3% | -20.4% | +17.3% |
| 5Y | +963.2% | +801.9% | +161.4% | +53.9% |
| 10Y | +977.6% | +820.9% | +156.7% | +36.5% |
| All | +978.9% | +3,673.7% | -2,694.8% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling