+319.1%
CFG vs ATI
+1,073.5%
-754.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.2% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | -3.8% | +2.7% | -6.5% | -5.2% |
| 3M | +11.5% | +16.3% | -4.8% | +3.9% |
| 6M | +19.2% | +30.2% | -11.0% | +5.1% |
| YTD | +23.7% | +83.6% | -59.9% | -5.3% |
| 1Y | +38.8% | +173.0% | -134.2% | -10.4% |
| 3Y | +178.9% | +356.6% | -177.7% | +37.8% |
| 5Y | +101.8% | +1,074.2% | -972.4% | -35.9% |
| All | +319.1% | +1,073.5% | -754.4% | +13.8% |
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