+1,141.3%
ATI vs CRS
+6,048.8%
-4,907.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +1.7% |
| 7D | -0.1% | -0.2% | +0.2% | +0.1% |
| 30D | +2.7% | -16.6% | +19.3% | +17.4% |
| 3M | +16.3% | -3.5% | +19.8% | +18.5% |
| 6M | +30.2% | +15.4% | +14.7% | +15.5% |
| YTD | +83.6% | +51.2% | +32.4% | +30.7% |
| 1Y | +173.0% | +98.3% | +74.7% | +53.8% |
| 3Y | +356.6% | +651.5% | -294.9% | -14.4% |
| 5Y | +1,074.2% | +1,411.1% | -336.9% | +16.1% |
| 10Y | +1,136.2% | +1,424.3% | -288.1% | +7.2% |
| All | +1,141.3% | +6,048.8% | -4,907.5% | -45.9% |
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 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