+351.0%
CLX vs ATI
+1,117.2%
-766.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.5% |
| 7D | -9.2% | -0.1% | -9.2% | -9.2% |
| 30D | -11.0% | +2.7% | -13.7% | -11.2% |
| 3M | +5.0% | +16.3% | -11.3% | +3.8% |
| 6M | -18.8% | +30.2% | -49.0% | -20.4% |
| YTD | -4.4% | +83.6% | -88.0% | -8.4% |
| 1Y | -21.9% | +173.0% | -194.9% | -27.1% |
| 3Y | -32.8% | +356.6% | -389.4% | -40.2% |
| 5Y | -34.6% | +1,074.2% | -1,108.7% | -46.0% |
| 10Y | -4.7% | +1,136.2% | -1,140.9% | -26.7% |
| All | +351.0% | +1,117.2% | -766.2% | +189.3% |
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