-1.8%
CEG vs ATI
+166.4%
-168.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +1.3% | +2.4% | -1.1% | +0.5% |
| 30D | +8.8% | -9.5% | +18.3% | +12.5% |
| 3M | +17.0% | +10.4% | +6.6% | +12.0% |
| 6M | -8.7% | +31.8% | -40.5% | -18.5% |
| YTD | -16.4% | +80.0% | -96.4% | -36.7% |
| 1Y | -1.8% | +175.8% | -177.6% | -33.6% |
| All | -1.8% | +166.4% | -168.2% | -33.6% |
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