+3,547.0%
CB vs ATI
+915.7%
+2,631.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.6% |
| 7D | +0.2% | +6.2% | -5.9% | -1.0% |
| 30D | +9.1% | -7.1% | +16.1% | +10.2% |
| 3M | +3.4% | -21.3% | +24.7% | +7.6% |
| 6M | +14.1% | +6.5% | +7.6% | +11.0% |
| YTD | +18.0% | +53.2% | -35.2% | +6.0% |
| 1Y | +30.1% | +82.7% | -52.6% | +12.7% |
| 3Y | +71.8% | +314.3% | -242.5% | +20.6% |
| 5Y | +101.8% | +890.9% | -789.1% | +14.7% |
| 10Y | +252.1% | +1,142.3% | -890.2% | +66.7% |
| All | +3,547.0% | +915.7% | +2,631.3% | +1,045.2% |
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 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