+65.2%
CSGP vs ATI
+1,108.2%
-1,043.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.4% | -9.1% | -5.3% |
| 7D | +1.3% | +6.2% | -4.9% | +0.4% |
| 30D | +10.7% | -7.1% | +17.8% | +11.4% |
| 3M | +3.3% | -21.3% | +24.6% | +6.2% |
| 6M | -10.3% | +6.5% | -16.8% | -12.6% |
| YTD | -54.6% | +53.2% | -107.7% | -58.6% |
| 1Y | -54.6% | +82.7% | -137.4% | -59.9% |
| 3Y | -60.3% | +314.3% | -374.6% | -70.3% |
| 5Y | -63.3% | +890.9% | -954.2% | -76.6% |
| All | +65.2% | +1,108.2% | -1,043.0% | -3.4% |
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 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