-15.1%
CCL vs ATI
+1,117.2%
-1,132.2%
-90.4%
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 | -5.0% | -0.1% | -5.0% | -5.0% |
| 30D | -20.3% | +2.7% | -23.0% | -21.3% |
| 3M | -15.1% | +16.3% | -31.5% | -20.0% |
| 6M | -15.1% | +30.2% | -45.3% | -22.9% |
| YTD | -21.8% | +83.6% | -105.3% | -37.1% |
| 1Y | -24.8% | +173.0% | -197.8% | -47.6% |
| 3Y | +51.9% | +356.6% | -304.8% | -14.1% |
| 5Y | +4.0% | +1,074.2% | -1,070.2% | -57.1% |
| 10Y | -42.2% | +1,136.2% | -1,178.4% | -78.6% |
| All | -15.1% | +1,117.2% | -1,132.2% | -78.0% |
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