+3,542.1%
CLS vs ATI
+1,101.9%
+2,440.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +6.4% |
| 7D | +12.8% | +3.2% | +9.6% | +11.1% |
| 30D | +3.8% | -9.0% | +12.8% | +8.7% |
| 3M | -14.6% | +15.1% | -29.7% | -21.1% |
| 6M | +32.2% | +38.1% | -5.9% | +12.3% |
| YTD | +11.6% | +80.7% | -69.0% | -16.1% |
| 1Y | +35.1% | +167.5% | -132.5% | -14.6% |
| 3Y | +1,312.5% | +366.0% | +946.6% | +604.3% |
| 5Y | +3,542.1% | +1,088.8% | +2,453.3% | +1,259.5% |
| All | +3,542.1% | +1,101.9% | +2,440.2% | +1,259.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling