+455.3%
CLS vs ATI
+915.7%
-460.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -1.0% |
| 7D | -22.2% | +6.2% | -28.3% | -23.7% |
| 30D | -44.4% | -7.1% | -37.3% | -43.0% |
| 3M | -34.3% | -21.3% | -13.0% | -28.7% |
| 6M | -50.1% | +6.5% | -56.5% | -51.2% |
| YTD | -30.1% | +53.2% | -83.3% | -39.4% |
| 1Y | -39.3% | +82.7% | -122.1% | -50.3% |
| 3Y | +732.7% | +314.3% | +418.4% | +417.1% |
| 5Y | +1,777.2% | +890.9% | +886.3% | +750.0% |
| 10Y | +1,645.6% | +1,142.3% | +503.3% | +514.9% |
| All | +455.3% | +915.7% | -460.4% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling