+3,929.3%
CCJ vs ATI
+998.8%
+2,930.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -3.9% |
| 7D | +5.0% | +13.0% | -7.9% | +1.0% |
| 30D | -16.7% | +0.2% | -16.9% | -17.0% |
| 3M | -27.5% | -17.5% | -10.0% | -23.2% |
| 6M | -38.6% | +18.1% | -56.7% | -42.3% |
| YTD | -21.5% | +65.7% | -87.2% | -33.8% |
| 1Y | -22.3% | +91.9% | -114.2% | -37.5% |
| 3Y | +69.9% | +335.2% | -265.4% | +1.6% |
| 5Y | +163.6% | +1,004.3% | -840.7% | +13.9% |
| 10Y | +782.3% | +1,019.2% | -237.0% | +209.6% |
| All | +3,929.3% | +998.8% | +2,930.5% | +1,071.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling