+56.1%
CDE vs ATI
+1,154.1%
-1,098.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -3.1% | -5.6% | +2.5% | -1.3% |
| 30D | +9.5% | -13.7% | +23.2% | +14.5% |
| 3M | +25.5% | -0.4% | +25.9% | +24.9% |
| 6M | -7.9% | +26.2% | -34.1% | -14.6% |
| YTD | +15.6% | +73.2% | -57.7% | -2.2% |
| 1Y | +34.0% | +161.6% | -127.6% | +0.3% |
| 3Y | +791.9% | +346.2% | +445.7% | +451.7% |
| 5Y | +197.7% | +1,047.6% | -849.9% | +42.3% |
| All | +56.1% | +1,154.1% | -1,098.0% | -31.9% |
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