+251.7%
CB vs ATI
+961.4%
-709.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.7% |
| 7D | +2.9% | +4.2% | -1.2% | +2.2% |
| 30D | +7.3% | -2.5% | +9.8% | +7.3% |
| 3M | +9.4% | -19.4% | +28.8% | +12.8% |
| 6M | +19.6% | +11.1% | +8.6% | +15.9% |
| YTD | +21.5% | +59.5% | -38.1% | +9.5% |
| 1Y | +28.0% | +85.8% | -57.8% | +12.1% |
| 3Y | +74.9% | +311.9% | -237.0% | +26.2% |
| 5Y | +108.1% | +963.2% | -855.1% | +19.5% |
| All | +251.7% | +961.4% | -709.7% | +79.5% |
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