+103.2%
CB vs ATI
+871.8%
-768.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.2% |
| 7D | +0.2% | +6.2% | -5.9% | -0.3% |
| 30D | +9.1% | -7.1% | +16.1% | +9.6% |
| 3M | +3.4% | -21.3% | +24.7% | +5.5% |
| 6M | +14.1% | +6.5% | +7.6% | +12.3% |
| YTD | +18.0% | +53.2% | -35.2% | +10.7% |
| 1Y | +30.1% | +82.7% | -52.6% | +19.2% |
| 3Y | +71.8% | +314.3% | -242.5% | +33.7% |
| All | +103.2% | +871.8% | -768.6% | +25.6% |
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