+173.3%
CFG vs ATI
+320.9%
-147.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -2.1% |
| 7D | -0.9% | +6.2% | -7.1% | -2.6% |
| 30D | +1.1% | -7.1% | +8.2% | +2.6% |
| 3M | -12.0% | -21.3% | +9.3% | -6.6% |
| 6M | -2.2% | +6.5% | -8.7% | -6.0% |
| YTD | +11.4% | +53.2% | -41.8% | -5.2% |
| 1Y | +27.8% | +82.7% | -54.9% | +2.8% |
| 3Y | +173.3% | +314.3% | -141.0% | +58.7% |
| All | +173.3% | +320.9% | -147.6% | +58.7% |
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