+1.4%
CRM vs ATI
+159.9%
-158.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +1.9% |
| 7D | -4.4% | -5.6% | +1.2% | -5.7% |
| 30D | +28.1% | -13.7% | +41.9% | +23.8% |
| 3M | +48.8% | -0.4% | +49.2% | +49.8% |
| 6M | +28.3% | +26.2% | +2.0% | +34.5% |
| YTD | -6.0% | +73.2% | -79.2% | -1.5% |
| 1Y | +1.4% | +161.6% | -160.2% | +4.2% |
| All | +1.4% | +159.9% | -158.5% | +4.2% |
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