+219.8%
CFG vs ATI
+1,017.6%
-797.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.8% | -0.2% |
| 7D | -0.8% | +4.7% | -5.5% | -2.7% |
| 30D | +3.1% | -0.2% | +3.4% | +2.4% |
| 3M | -9.7% | -18.5% | +8.8% | -3.3% |
| 6M | +6.7% | +16.4% | -9.7% | -2.3% |
| YTD | +15.2% | +63.4% | -48.2% | -9.2% |
| 1Y | +28.8% | +91.5% | -62.8% | -5.1% |
| 3Y | +190.1% | +329.2% | -139.2% | +42.8% |
| 5Y | +63.4% | +966.7% | -903.3% | -47.8% |
| 10Y | +219.8% | +1,003.8% | -784.0% | -12.2% |
| All | +219.8% | +1,017.6% | -797.8% | -12.2% |
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