+503.2%
CMI vs ATI
+1,154.1%
-650.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.7% | -5.6% | +4.9% | +0.8% |
| 30D | -12.4% | -13.7% | +1.3% | -8.9% |
| 3M | -14.8% | -0.4% | -14.4% | -14.9% |
| 6M | +0.8% | +26.2% | -25.4% | -5.5% |
| YTD | +10.2% | +73.2% | -63.0% | -4.8% |
| 1Y | +37.4% | +161.6% | -124.2% | +6.7% |
| 3Y | +153.3% | +346.2% | -192.9% | +65.9% |
| 5Y | +167.6% | +1,047.6% | -880.0% | +35.8% |
| All | +503.2% | +1,154.1% | -650.9% | +162.7% |
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 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