-25.9%
CCJ vs ATI
+86.4%
-112.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | -14.5% | +8.3% | -22.8% | -18.4% |
| 30D | -18.1% | -7.3% | -10.8% | -14.7% |
| 3M | -23.0% | -10.5% | -12.5% | -19.0% |
| 6M | -39.4% | +16.4% | -55.8% | -47.4% |
| YTD | -21.7% | +56.1% | -77.7% | -47.9% |
| 1Y | -25.9% | +86.5% | -112.4% | -58.2% |
| All | -25.9% | +86.4% | -112.3% | -58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling