+1,751.5%
CLS vs ATI
+1,119.3%
+632.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.2% | +2.7% | +5.9% |
| 7D | -10.6% | +6.0% | -16.6% | -12.2% |
| 30D | -38.4% | -3.6% | -34.8% | -37.5% |
| 3M | -29.9% | -18.9% | -11.0% | -24.0% |
| 6M | -40.6% | +16.7% | -57.3% | -44.1% |
| YTD | -24.6% | +61.1% | -85.7% | -36.7% |
| 1Y | -30.8% | +89.3% | -120.1% | -45.0% |
| 3Y | +811.7% | +333.3% | +478.4% | +440.5% |
| 5Y | +1,838.4% | +954.5% | +884.0% | +739.8% |
| 10Y | +1,751.5% | +1,067.0% | +684.5% | +594.2% |
| All | +1,751.5% | +1,119.3% | +632.2% | +594.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling