+176.8%
CCJ vs ATI
+361.7%
-184.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.9% |
| 7D | +5.9% | +3.2% | +2.8% | +4.5% |
| 30D | +4.7% | -9.0% | +13.7% | +8.8% |
| 3M | -3.3% | +15.1% | -18.4% | -9.4% |
| 6M | -7.0% | +38.1% | -45.2% | -19.5% |
| YTD | +11.5% | +80.7% | -69.2% | -12.6% |
| 1Y | +32.3% | +167.5% | -135.2% | -9.3% |
| 3Y | +176.8% | +366.0% | -189.2% | +80.0% |
| All | +176.8% | +361.7% | -184.9% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling