+1,914.6%
CLS vs ATI
+961.4%
+953.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.7% | -1.7% | -4.0% |
| 7D | +16.3% | +4.2% | +12.1% | +14.7% |
| 30D | -25.7% | -2.5% | -23.1% | -24.9% |
| 3M | -30.9% | -19.4% | -11.4% | -24.8% |
| 6M | -35.5% | +11.1% | -46.6% | -38.1% |
| YTD | -18.7% | +59.5% | -78.2% | -31.4% |
| 1Y | -17.9% | +85.8% | -103.7% | -34.2% |
| 3Y | +838.1% | +311.9% | +526.2% | +465.1% |
| 5Y | +1,971.9% | +963.2% | +1,008.7% | +794.7% |
| All | +1,914.6% | +961.4% | +953.2% | +649.0% |
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