+813.5%
CCJ vs ATI
+1,017.6%
-204.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.2% |
| 7D | +3.7% | +4.7% | -1.0% | +2.3% |
| 30D | -13.7% | -0.2% | -13.5% | -13.9% |
| 3M | -24.7% | -18.5% | -6.2% | -20.3% |
| 6M | -38.1% | +16.4% | -54.5% | -41.3% |
| YTD | -18.8% | +63.4% | -82.2% | -29.9% |
| 1Y | -19.5% | +91.5% | -111.0% | -33.6% |
| 3Y | +75.9% | +329.2% | -253.3% | +13.6% |
| 5Y | +173.1% | +966.7% | -793.6% | +37.3% |
| 10Y | +813.5% | +1,003.8% | -190.3% | +338.7% |
| All | +813.5% | +1,017.6% | -204.1% | +338.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling