+9,773.0%
CMI vs ATI
+1,097.9%
+8,675.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | +1.9% | +3.2% | -1.3% | +0.8% |
| 30D | -12.5% | -9.0% | -3.5% | -9.6% |
| 3M | -16.2% | +15.1% | -31.3% | -20.6% |
| 6M | +4.9% | +38.1% | -33.3% | -7.0% |
| YTD | +11.1% | +80.7% | -69.5% | -10.4% |
| 1Y | +43.4% | +167.5% | -124.1% | +0.1% |
| 3Y | +154.1% | +366.0% | -211.9% | +37.9% |
| 5Y | +169.5% | +1,088.8% | -919.3% | -0.1% |
| 10Y | +503.8% | +1,055.0% | -551.2% | +72.4% |
| All | +9,773.0% | +1,097.9% | +8,675.1% | +1,859.4% |
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