+36.7%
CLS vs ATI
+166.4%
-129.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +20.1% | +2.4% | +17.7% | +18.1% |
| 30D | +6.0% | -9.5% | +15.5% | +13.4% |
| 3M | -10.3% | +10.4% | -20.7% | -18.3% |
| 6M | +24.5% | +31.8% | -7.3% | -2.3% |
| YTD | +12.9% | +80.0% | -67.1% | -30.2% |
| 1Y | +36.7% | +175.8% | -139.2% | -30.3% |
| All | +36.7% | +166.4% | -129.8% | -30.3% |
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