+107.8%
CB vs ATI
+959.5%
-851.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.4% |
| 7D | +2.9% | +4.2% | -1.2% | +2.5% |
| 30D | +7.3% | -2.5% | +9.8% | +7.3% |
| 3M | +9.4% | -19.4% | +28.8% | +11.3% |
| 6M | +19.6% | +11.1% | +8.6% | +17.3% |
| YTD | +21.5% | +59.5% | -38.1% | +13.4% |
| 1Y | +28.0% | +85.8% | -57.8% | +17.2% |
| 3Y | +74.9% | +311.9% | -237.0% | +36.8% |
| All | +107.8% | +959.5% | -851.8% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling