+41.1%
CLS vs ATI
+176.2%
-135.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | -1.2% |
| 7D | +4.6% | -0.1% | +4.6% | +4.6% |
| 30D | -13.9% | +2.7% | -16.6% | -16.6% |
| 3M | -26.6% | +16.3% | -42.9% | -35.5% |
| 6M | +15.4% | +30.2% | -14.8% | -8.3% |
| YTD | +5.7% | +83.6% | -77.9% | -34.9% |
| 1Y | +41.1% | +173.0% | -131.9% | -26.3% |
| All | +41.1% | +176.2% | -135.1% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling