-34.1%
CORZ vs ATI
+87.1%
-121.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +5.2% | +3.0% | +4.0% |
| 7D | +1.7% | +6.0% | -4.3% | -2.1% |
| 30D | -17.5% | -3.6% | -13.8% | -14.8% |
| 3M | -39.5% | -18.9% | -20.6% | -28.4% |
| 6M | -44.5% | +16.7% | -61.2% | -50.3% |
| YTD | -12.6% | +61.1% | -73.7% | -43.3% |
| All | -34.1% | +87.1% | -121.2% | -60.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling