+30.0%
CL vs ATI
+1,074.8%
-1,044.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.5% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -4.8% | +2.7% | -7.5% | -4.9% |
| 3M | +4.9% | +16.3% | -11.4% | +4.4% |
| 6M | -5.7% | +30.2% | -35.9% | -6.6% |
| YTD | +14.4% | +83.6% | -69.2% | +12.4% |
| 1Y | +8.7% | +173.0% | -164.3% | +5.5% |
| 3Y | +30.0% | +356.6% | -326.7% | +21.7% |
| All | +30.0% | +1,074.8% | -1,044.8% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling