-9.9%
CCI vs ATI
+361.7%
-371.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | +0.2% | +3.2% | -3.0% | +0.2% |
| 30D | +0.5% | -9.0% | +9.5% | +0.5% |
| 3M | -16.3% | +15.1% | -31.4% | -16.5% |
| 6M | -13.9% | +38.1% | -52.1% | -14.6% |
| YTD | -12.4% | +80.7% | -93.1% | -13.6% |
| 1Y | -15.2% | +167.5% | -182.7% | -16.9% |
| 3Y | -9.9% | +366.0% | -375.9% | -17.9% |
| All | -9.9% | +361.7% | -371.6% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling