+192.1%
CFG vs ATI
+318.7%
-126.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.6% |
| 7D | +3.2% | +4.2% | -1.0% | +2.0% |
| 30D | +5.1% | -2.5% | +7.7% | +5.3% |
| 3M | -11.2% | -19.4% | +8.2% | -6.4% |
| 6M | +9.6% | +11.1% | -1.5% | +4.1% |
| YTD | +15.0% | +59.5% | -44.6% | -3.3% |
| 1Y | +29.9% | +85.8% | -55.9% | +4.0% |
| 3Y | +192.1% | +311.9% | -119.8% | +66.8% |
| All | +192.1% | +318.7% | -126.6% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling