+27.8%
CFG vs ATI
+81.8%
-53.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.7% |
| 7D | -0.9% | +6.2% | -7.1% | -1.9% |
| 30D | +1.1% | -7.1% | +8.2% | +2.1% |
| 3M | -12.0% | -21.3% | +9.3% | -8.0% |
| 6M | -2.2% | +6.5% | -8.7% | -5.9% |
| YTD | +11.4% | +53.2% | -41.8% | -6.3% |
| 1Y | +27.8% | +82.7% | -54.9% | -1.2% |
| All | +27.8% | +81.8% | -53.9% | -1.2% |
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 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