-31.9%
CEG vs ATI
+86.4%
-118.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.5% |
| 7D | -4.8% | +8.3% | -13.1% | -7.6% |
| 30D | -8.2% | -7.3% | -0.9% | -5.8% |
| 3M | -7.9% | -10.5% | +2.6% | -4.9% |
| 6M | -23.2% | +16.4% | -39.6% | -29.2% |
| YTD | -30.1% | +56.1% | -86.2% | -51.9% |
| 1Y | -31.9% | +86.5% | -118.4% | -58.7% |
| All | -31.9% | +86.4% | -118.3% | -58.7% |
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