-26.9%
CLX vs ATI
+871.8%
-898.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.2% | +0.1% |
| 7D | +13.6% | +6.2% | +7.4% | +13.3% |
| 30D | +23.4% | -7.1% | +30.4% | +23.6% |
| 3M | -2.8% | -21.3% | +18.5% | -1.9% |
| 6M | +14.0% | +6.5% | +7.5% | +13.1% |
| YTD | +4.2% | +53.2% | -49.0% | +1.7% |
| 1Y | -1.2% | +82.7% | -83.9% | -4.1% |
| 3Y | -12.7% | +314.3% | -327.0% | -21.1% |
| All | -26.9% | +871.8% | -898.7% | -35.7% |
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