+739.2%
CLS vs ATI
+1,117.2%
-377.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | -0.2% |
| 7D | +4.6% | -0.1% | +4.6% | +4.6% |
| 30D | -13.9% | +2.7% | -16.6% | -15.2% |
| 3M | -26.6% | +16.3% | -42.9% | -30.5% |
| 6M | +15.4% | +30.2% | -14.8% | +5.4% |
| YTD | +5.7% | +83.6% | -77.9% | -13.9% |
| 1Y | +41.1% | +173.0% | -131.9% | +0.9% |
| 3Y | +1,228.6% | +356.6% | +871.9% | +693.8% |
| 5Y | +3,240.6% | +1,074.2% | +2,166.4% | +1,321.8% |
| 10Y | +2,760.3% | +1,136.2% | +1,624.1% | +892.5% |
| All | +739.2% | +1,117.2% | -377.9% | +64.3% |
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 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