-19.5%
CCJ vs ATI
+91.4%
-110.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +0.5% |
| 7D | +3.7% | +4.7% | -1.0% | +1.1% |
| 30D | -13.7% | -0.2% | -13.5% | -13.8% |
| 3M | -24.7% | -18.5% | -6.2% | -15.3% |
| 6M | -38.1% | +16.4% | -54.5% | -45.9% |
| YTD | -18.8% | +63.4% | -82.2% | -46.6% |
| 1Y | -19.5% | +91.5% | -111.0% | -52.9% |
| All | -19.5% | +91.4% | -110.9% | -52.9% |
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