+5.6%
CDE vs ATI
+86.4%
-80.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.7% | +9.4% | +9.2% |
| 7D | +1.1% | +8.3% | -7.2% | -4.6% |
| 30D | -14.5% | -7.3% | -7.2% | -10.1% |
| 3M | -10.1% | -10.5% | +0.5% | -5.9% |
| 6M | -16.9% | +16.4% | -33.3% | -33.2% |
| YTD | -18.1% | +56.1% | -74.2% | -51.5% |
| 1Y | +5.6% | +86.5% | -80.9% | -48.6% |
| All | +5.6% | +86.4% | -80.8% | -48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling