+322.0%
CMG vs ATI
+1,154.1%
-832.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.1% | -5.6% | +3.6% | -1.3% |
| 30D | +10.9% | -13.7% | +24.6% | +13.1% |
| 3M | +15.8% | -0.4% | +16.2% | +15.3% |
| 6M | +6.9% | +26.2% | -19.3% | +2.3% |
| YTD | -2.2% | +73.2% | -75.4% | -10.8% |
| 1Y | -7.1% | +161.6% | -168.7% | -20.5% |
| 3Y | -7.1% | +346.2% | -353.3% | -27.8% |
| 5Y | -4.8% | +1,047.6% | -1,052.4% | -35.2% |
| All | +322.0% | +1,154.1% | -832.1% | +169.8% |
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