+7.4%
CCL vs ATI
+915.7%
-908.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -4.0% | -1.1% |
| 7D | +3.1% | +6.2% | -3.0% | +0.9% |
| 30D | +13.7% | -7.1% | +20.8% | +16.1% |
| 3M | +3.8% | -21.3% | +25.1% | +12.3% |
| 6M | +9.3% | +6.5% | +2.8% | +5.5% |
| YTD | -1.1% | +53.2% | -54.3% | -15.7% |
| 1Y | +14.6% | +82.7% | -68.2% | -8.0% |
| 3Y | +146.4% | +314.3% | -167.9% | +43.6% |
| 5Y | +21.9% | +890.9% | -869.1% | -46.8% |
| 10Y | -29.4% | +1,142.3% | -1,171.8% | -73.3% |
| All | +7.4% | +915.7% | -908.3% | -70.5% |
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