+518.2%
CEG vs ATI
+755.4%
-237.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | -0.1% | +2.7% |
| 7D | -4.7% | +6.2% | -10.9% | -6.9% |
| 30D | -16.6% | -7.1% | -9.5% | -14.5% |
| 3M | -4.1% | -21.3% | +17.2% | +4.2% |
| 6M | -22.3% | +6.5% | -28.8% | -25.2% |
| YTD | -28.9% | +53.2% | -82.1% | -41.0% |
| 1Y | -28.5% | +82.7% | -111.2% | -44.4% |
| 3Y | +104.3% | +314.3% | -210.0% | +15.3% |
| All | +518.2% | +755.4% | -237.2% | +173.2% |
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 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