+316.4%
CFG vs ATI
+343.7%
-27.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -2.4% |
| 7D | -0.9% | +6.2% | -7.1% | -3.0% |
| 30D | +1.1% | -7.1% | +8.2% | +2.9% |
| 3M | -12.0% | -21.3% | +9.3% | -5.7% |
| 6M | -2.2% | +6.5% | -8.7% | -6.3% |
| YTD | +11.4% | +53.2% | -41.8% | -6.4% |
| 1Y | +27.8% | +82.7% | -54.9% | +1.1% |
| 3Y | +173.3% | +314.3% | -141.0% | +55.7% |
| 5Y | +62.4% | +890.9% | -828.5% | -32.9% |
| 10Y | +249.6% | +1,142.3% | -892.8% | +23.6% |
| All | +316.4% | +343.7% | -27.3% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling