+1,099.7%
CCJ vs ATI
+1,068.2%
+31.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | +4.2% | +2.4% | +1.8% | +3.4% |
| 30D | +3.2% | -9.5% | +12.7% | +6.2% |
| 3M | -1.8% | +10.4% | -12.2% | -4.9% |
| 6M | -13.5% | +31.8% | -45.3% | -20.6% |
| YTD | +9.7% | +80.0% | -70.2% | -7.5% |
| 1Y | +30.0% | +175.8% | -145.8% | -2.5% |
| 3Y | +172.6% | +364.2% | -191.6% | +73.3% |
| 5Y | +342.9% | +1,076.9% | -733.9% | +118.9% |
| 10Y | +1,099.7% | +1,178.1% | -78.4% | +449.1% |
| All | +1,099.7% | +1,068.2% | +31.5% | +449.1% |
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