+3.5%
CCL vs ATI
+1,101.9%
-1,098.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.5% |
| 7D | -0.1% | +3.2% | -3.3% | -1.8% |
| 30D | -20.0% | -9.0% | -11.0% | -15.9% |
| 3M | -13.7% | +15.1% | -28.7% | -21.0% |
| 6M | -9.0% | +38.1% | -47.1% | -24.6% |
| YTD | -22.8% | +80.7% | -103.5% | -44.9% |
| 1Y | -25.3% | +167.5% | -192.8% | -57.3% |
| 3Y | +54.1% | +366.0% | -311.9% | -41.4% |
| 5Y | +3.5% | +1,088.8% | -1,085.3% | -77.9% |
| All | +3.5% | +1,101.9% | -1,098.4% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling