-49.9%
CDE vs ATI
+1,097.9%
-1,147.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.1% |
| 7D | +2.3% | +3.2% | -0.9% | +1.1% |
| 30D | +18.8% | -9.0% | +27.8% | +22.8% |
| 3M | +23.5% | +15.1% | +8.4% | +16.2% |
| 6M | -8.6% | +38.1% | -46.8% | -19.4% |
| YTD | +16.0% | +80.7% | -64.7% | -7.1% |
| 1Y | +42.1% | +167.5% | -125.5% | -2.1% |
| 3Y | +835.9% | +366.0% | +469.9% | +399.7% |
| 5Y | +197.6% | +1,088.8% | -891.2% | +9.1% |
| 10Y | +39.6% | +1,055.0% | -1,015.4% | -60.3% |
| All | -49.9% | +1,097.9% | -1,147.8% | -86.1% |
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