+3,990.5%
CCJ vs ATI
+955.8%
+3,034.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -2.9% |
| 7D | +0.4% | +1.3% | -0.9% | +0.1% |
| 30D | -17.2% | -4.8% | -12.5% | -16.2% |
| 3M | -25.1% | -19.9% | -5.2% | -19.9% |
| 6M | -37.6% | +15.4% | -52.9% | -40.9% |
| YTD | -20.4% | +59.2% | -79.6% | -31.9% |
| 1Y | -22.5% | +86.3% | -108.8% | -37.0% |
| 3Y | +72.5% | +318.2% | -245.8% | +4.5% |
| 5Y | +179.9% | +958.6% | -778.8% | +22.7% |
| 10Y | +772.6% | +996.8% | -224.2% | +208.2% |
| All | +3,990.5% | +955.8% | +3,034.7% | +1,105.0% |
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 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