-7.6%
CMG vs ATI
+358.3%
-365.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -6.5% | +2.4% | -8.9% | -6.9% |
| 30D | +12.1% | -9.5% | +21.6% | +13.9% |
| 3M | +20.6% | +10.4% | +10.2% | +17.4% |
| 6M | +2.1% | +31.8% | -29.7% | -4.9% |
| YTD | -2.6% | +80.0% | -82.6% | -15.5% |
| 1Y | -8.7% | +175.8% | -184.5% | -27.9% |
| All | -7.6% | +358.3% | -365.8% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling