+40.7%
CL vs ATI
+318.7%
-278.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.5% | +1.7% |
| 7D | +3.2% | +4.2% | -0.9% | +3.4% |
| 30D | +8.0% | -2.5% | +10.6% | +8.0% |
| 3M | +7.9% | -19.4% | +27.3% | +7.3% |
| 6M | +14.7% | +11.1% | +3.7% | +14.9% |
| YTD | +29.2% | +59.5% | -30.4% | +30.8% |
| 1Y | +29.5% | +85.8% | -56.2% | +31.8% |
| 3Y | +40.7% | +311.9% | -271.2% | +47.7% |
| All | +40.7% | +318.7% | -278.0% | +47.7% |
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