+243.0%
CB vs ATI
+1,119.3%
-876.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -1.3% |
| 7D | -1.5% | +6.0% | -7.5% | -2.5% |
| 30D | +6.5% | -3.6% | +10.2% | +6.8% |
| 3M | +4.1% | -18.9% | +22.9% | +7.2% |
| 6M | +14.4% | +16.7% | -2.3% | +9.9% |
| YTD | +17.5% | +61.1% | -43.6% | +5.8% |
| 1Y | +27.5% | +89.3% | -61.8% | +11.4% |
| 3Y | +71.6% | +333.3% | -261.7% | +22.7% |
| 5Y | +100.6% | +954.5% | -853.9% | +15.6% |
| 10Y | +243.0% | +1,067.0% | -824.0% | +74.7% |
| All | +243.0% | +1,119.3% | -876.3% | +74.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling