+27.7%
CFG vs ATI
+86.5%
-58.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.2% |
| 7D | +0.7% | +1.3% | -0.6% | +0.4% |
| 30D | +2.8% | -4.8% | +7.5% | +3.4% |
| 3M | -10.1% | -19.9% | +9.8% | -6.2% |
| 6M | +3.2% | +15.4% | -12.2% | -2.6% |
| YTD | +14.2% | +59.2% | -45.0% | -4.4% |
| All | +27.7% | +86.5% | -58.8% | -0.9% |
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