+194.3%
CDE vs ATI
+1,021.8%
-827.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.5% | -1.5% |
| 7D | -6.1% | -2.7% | -3.3% | -4.9% |
| 30D | +9.5% | -13.5% | +23.0% | +16.5% |
| 3M | +32.0% | +8.5% | +23.5% | +25.8% |
| 6M | -12.8% | +25.2% | -38.0% | -21.9% |
| YTD | +14.2% | +73.4% | -59.2% | -10.2% |
| 1Y | +36.3% | +160.5% | -124.2% | -9.3% |
| 3Y | +821.4% | +347.3% | +474.1% | +353.3% |
| 5Y | +194.3% | +1,049.0% | -854.7% | +13.2% |
| All | +194.3% | +1,021.8% | -827.5% | +13.2% |
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