+543.3%
CCI vs ATI
+1,117.2%
-573.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.8% | -2.4% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | +2.7% | +2.7% | 0.0% | +2.0% |
| 3M | -18.2% | +16.3% | -34.5% | -21.2% |
| 6M | -14.8% | +30.2% | -45.0% | -20.3% |
| YTD | -12.6% | +83.6% | -96.2% | -23.8% |
| 1Y | -16.7% | +173.0% | -189.7% | -33.4% |
| 3Y | -10.5% | +356.6% | -367.2% | -38.5% |
| 5Y | -51.4% | +1,074.2% | -1,125.6% | -73.6% |
| 10Y | +20.0% | +1,136.2% | -1,116.2% | -47.4% |
| All | +543.3% | +1,117.2% | -573.9% | +56.5% |
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