+2,944.0%
CLS vs ATI
+1,051.1%
+1,892.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +6.2% |
| 7D | +12.8% | +3.2% | +9.6% | +11.5% |
| 30D | +3.8% | -9.0% | +12.8% | +7.5% |
| 3M | -14.6% | +15.1% | -29.7% | -19.4% |
| 6M | +32.2% | +38.1% | -5.9% | +17.3% |
| YTD | +11.6% | +80.7% | -69.0% | -9.8% |
| 1Y | +35.1% | +167.5% | -132.5% | -4.7% |
| 3Y | +1,312.5% | +366.0% | +946.6% | +721.3% |
| 5Y | +3,542.1% | +1,088.8% | +2,453.3% | +1,441.0% |
| 10Y | +2,944.0% | +1,055.0% | +1,889.0% | +1,034.8% |
| All | +2,944.0% | +1,051.1% | +1,892.9% | +1,034.8% |
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