-36.4%
CCI vs ATI
+994.1%
-1,030.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -1.4% | +13.0% | -14.3% | -2.2% |
| 30D | +12.7% | +0.2% | +12.5% | +12.6% |
| 3M | +23.0% | -17.5% | +40.5% | +24.5% |
| 6M | +0.6% | +18.1% | -17.5% | -1.2% |
| YTD | +4.9% | +65.7% | -60.8% | -0.2% |
| 1Y | +0.7% | +91.9% | -91.2% | -5.4% |
| 3Y | +10.2% | +335.2% | -325.0% | -8.8% |
| 5Y | -36.4% | +1,004.3% | -1,040.7% | -51.4% |
| All | -36.4% | +994.1% | -1,030.6% | -51.4% |
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 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