+535.9%
CL vs ATI
+915.7%
-379.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -2.5% |
| 7D | +1.3% | +6.2% | -4.8% | +0.8% |
| 30D | +11.4% | -7.1% | +18.4% | +11.8% |
| 3M | +4.4% | -21.3% | +25.7% | +6.2% |
| 6M | +10.8% | +6.5% | +4.3% | +9.5% |
| YTD | +25.1% | +53.2% | -28.1% | +19.6% |
| 1Y | +28.0% | +82.7% | -54.8% | +20.4% |
| 3Y | +37.6% | +314.3% | -276.7% | +18.2% |
| 5Y | +39.7% | +890.9% | -851.2% | +9.1% |
| 10Y | +75.8% | +1,142.3% | -1,066.5% | +24.6% |
| All | +535.9% | +915.7% | -379.8% | +278.9% |
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