+44.1%
CSGP vs ATI
+1,129.0%
-1,084.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -2.9% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | +2.3% | +2.7% | -0.4% | +1.7% |
| 3M | -8.2% | +16.3% | -24.5% | -11.0% |
| 6M | -35.1% | +30.2% | -65.2% | -38.5% |
| YTD | -54.0% | +83.6% | -137.6% | -59.0% |
| 1Y | -65.3% | +173.0% | -238.3% | -71.2% |
| 3Y | -62.6% | +356.6% | -419.2% | -72.4% |
| 5Y | -64.8% | +1,074.2% | -1,139.0% | -78.2% |
| All | +44.1% | +1,129.0% | -1,084.9% | -19.6% |
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