-1.4%
CLX vs ATI
+1,068.2%
-1,069.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -4.9% | +2.4% | -7.3% | -5.0% |
| 30D | -15.8% | -9.5% | -6.3% | -15.7% |
| 3M | -7.9% | +10.4% | -18.3% | -8.2% |
| 6M | -19.0% | +31.8% | -50.9% | -19.6% |
| YTD | -7.9% | +80.0% | -87.9% | -8.9% |
| 1Y | -25.4% | +175.8% | -201.2% | -26.7% |
| 3Y | -35.0% | +364.2% | -399.3% | -37.1% |
| 5Y | -36.8% | +1,076.9% | -1,113.6% | -39.4% |
| 10Y | -1.4% | +1,178.1% | -1,179.5% | -8.3% |
| All | -1.4% | +1,068.2% | -1,069.6% | -8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling