+71.8%
CB vs ATI
+317.8%
-246.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.6% |
| 7D | +0.7% | +1.3% | -0.6% | +0.7% |
| 30D | +8.2% | -4.8% | +12.9% | +8.2% |
| 3M | +6.3% | -19.9% | +26.2% | +6.7% |
| 6M | +16.2% | +15.4% | +0.8% | +15.2% |
| YTD | +19.3% | +59.2% | -39.9% | +16.5% |
| 1Y | +29.2% | +86.3% | -57.0% | +25.1% |
| All | +71.8% | +317.8% | -246.1% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling