-0.8%
CRM vs ATI
+1,029.4%
-1,030.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +2.0% |
| 7D | -4.4% | -5.6% | +1.2% | -3.7% |
| 30D | +28.1% | -13.7% | +41.9% | +30.7% |
| 3M | +48.8% | -0.4% | +49.2% | +48.0% |
| 6M | +28.3% | +26.2% | +2.0% | +21.4% |
| YTD | -6.0% | +73.2% | -79.2% | -17.2% |
| 1Y | +1.4% | +161.6% | -160.2% | -18.8% |
| 3Y | +11.8% | +346.2% | -334.3% | -22.9% |
| All | -0.8% | +1,029.4% | -1,030.2% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling