+1,242.3%
CLS vs ATI
+373.5%
+868.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | -0.9% |
| 7D | +4.6% | -0.1% | +4.6% | +4.6% |
| 30D | -13.9% | +2.7% | -16.6% | -16.2% |
| 3M | -26.6% | +16.3% | -42.9% | -33.7% |
| 6M | +15.4% | +30.2% | -14.8% | -2.8% |
| YTD | +5.7% | +83.6% | -77.9% | -26.8% |
| 1Y | +41.1% | +173.0% | -131.9% | -21.3% |
| All | +1,242.3% | +373.5% | +868.8% | +533.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling