+1,763.7%
CLS vs ATI
+871.8%
+891.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -1.7% |
| 7D | -22.2% | +6.2% | -28.3% | -24.4% |
| 30D | -44.4% | -7.1% | -37.3% | -42.3% |
| 3M | -34.3% | -21.3% | -13.0% | -26.1% |
| 6M | -50.1% | +6.5% | -56.5% | -52.0% |
| YTD | -30.1% | +53.2% | -83.3% | -43.3% |
| 1Y | -39.3% | +82.7% | -122.1% | -54.4% |
| 3Y | +732.7% | +314.3% | +418.4% | +338.9% |
| All | +1,763.7% | +871.8% | +891.9% | +629.8% |
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 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