+671.9%
CCI vs ATI
+998.8%
-326.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -1.4% | +13.0% | -14.3% | -3.8% |
| 30D | +12.7% | +0.2% | +12.5% | +12.1% |
| 3M | +23.0% | -17.5% | +40.5% | +26.9% |
| 6M | +0.6% | +18.1% | -17.5% | -4.1% |
| YTD | +4.9% | +65.7% | -60.8% | -7.3% |
| 1Y | +0.7% | +91.9% | -91.2% | -13.6% |
| 3Y | +10.2% | +335.2% | -325.0% | -23.9% |
| 5Y | -36.4% | +1,004.3% | -1,040.7% | -65.1% |
| 10Y | +66.6% | +1,019.2% | -952.6% | -25.2% |
| All | +671.9% | +998.8% | -326.9% | +90.6% |
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