-29.4%
CCL vs ATI
+1,024.4%
-1,053.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.4% |
| 7D | +5.8% | +1.3% | +4.5% | +5.0% |
| 30D | +17.3% | -4.8% | +22.0% | +19.3% |
| 3M | +11.3% | -19.9% | +31.3% | +23.6% |
| 6M | +18.5% | +15.4% | +3.1% | +7.4% |
| YTD | +2.8% | +59.2% | -56.4% | -21.1% |
| 1Y | +16.7% | +86.3% | -69.5% | -17.3% |
| 3Y | +146.0% | +318.2% | -172.2% | +5.7% |
| 5Y | +33.6% | +958.6% | -925.0% | -65.0% |
| 10Y | -29.4% | +996.8% | -1,026.2% | -83.9% |
| All | -29.4% | +1,024.4% | -1,053.9% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling