+27.8%
CB vs ATI
+91.4%
-63.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.5% |
| 7D | -1.0% | +4.7% | -5.7% | -0.7% |
| 30D | +7.3% | -0.2% | +7.6% | +7.2% |
| 3M | +7.0% | -18.5% | +25.5% | +5.4% |
| 6M | +16.3% | +16.4% | 0.0% | +17.1% |
| YTD | +19.7% | +63.4% | -43.7% | +24.0% |
| 1Y | +27.8% | +91.5% | -63.7% | +33.5% |
| All | +27.8% | +91.4% | -63.6% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling