+16.1%
CB vs ATI
+18.9%
-2.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.6% |
| 7D | 0.0% | +13.0% | -12.9% | +1.5% |
| 30D | +7.4% | +0.2% | +7.2% | +7.0% |
| 3M | +8.6% | -17.5% | +26.1% | +4.5% |
| 6M | +16.1% | +18.1% | -2.0% | +24.2% |
| All | +16.1% | +18.9% | -2.8% | +24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling