+3,302.6%
CB vs ATI
+1,117.2%
+2,185.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.5% |
| 7D | +0.5% | -0.1% | +0.5% | +0.5% |
| 30D | -3.1% | +2.7% | -5.8% | -3.8% |
| 3M | +9.0% | +16.3% | -7.4% | +5.0% |
| 6M | +2.9% | +30.2% | -27.3% | -3.7% |
| YTD | +10.1% | +83.6% | -73.4% | -4.0% |
| 1Y | +22.8% | +173.0% | -150.2% | -1.6% |
| 3Y | +73.8% | +356.6% | -282.8% | +20.3% |
| 5Y | +99.2% | +1,074.2% | -975.0% | +9.8% |
| 10Y | +218.2% | +1,136.2% | -918.0% | +50.7% |
| All | +3,302.6% | +1,117.2% | +2,185.5% | +937.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling