-35.7%
CLX vs ATI
+1,101.9%
-1,137.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | -3.5% | +3.2% | -6.7% | -3.7% |
| 30D | -11.9% | -9.0% | -2.9% | -11.5% |
| 3M | -2.6% | +15.1% | -17.7% | -3.5% |
| 6M | -18.2% | +38.1% | -56.3% | -19.7% |
| YTD | -5.9% | +80.7% | -86.6% | -8.6% |
| 1Y | -23.8% | +167.5% | -191.3% | -27.3% |
| 3Y | -33.6% | +366.0% | -399.6% | -40.0% |
| 5Y | -35.7% | +1,088.8% | -1,124.4% | -44.7% |
| All | -35.7% | +1,101.9% | -1,137.5% | -44.7% |
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