+5,554.9%
CCJ vs ATI
+1,117.2%
+4,437.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.9% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +6.9% | +2.7% | +4.2% | +5.7% |
| 3M | -11.6% | +16.3% | -28.0% | -16.2% |
| 6M | -16.2% | +30.2% | -46.4% | -23.4% |
| YTD | +10.1% | +83.6% | -73.4% | -9.8% |
| 1Y | +32.3% | +173.0% | -140.7% | -4.6% |
| 3Y | +171.3% | +356.6% | -185.3% | +59.8% |
| 5Y | +372.4% | +1,074.2% | -701.8% | +99.6% |
| 10Y | +1,070.0% | +1,136.2% | -66.2% | +293.8% |
| All | +5,554.9% | +1,117.2% | +4,437.8% | +1,497.1% |
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 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