+607.3%
CEG vs ATI
+868.4%
-261.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -1.3% |
| 7D | +0.3% | -2.7% | +3.0% | +1.4% |
| 30D | +2.9% | -13.5% | +16.4% | +8.4% |
| 3M | +18.2% | +8.5% | +9.7% | +13.8% |
| 6M | -9.5% | +25.2% | -34.7% | -18.1% |
| YTD | -18.7% | +73.4% | -92.1% | -35.3% |
| 1Y | -10.1% | +160.5% | -170.6% | -38.9% |
| 3Y | +168.3% | +347.3% | -178.9% | +47.0% |
| All | +607.3% | +868.4% | -261.0% | +199.8% |
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