-54.9%
CSGP vs ATI
+85.0%
-139.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.8% | -3.2% |
| 7D | -3.2% | +1.3% | -4.5% | -2.7% |
| 30D | +2.2% | -4.8% | +7.0% | +1.2% |
| 3M | -3.7% | -19.9% | +16.3% | -8.7% |
| 6M | -7.4% | +15.4% | -22.8% | -5.5% |
| YTD | -54.9% | +59.2% | -114.1% | -48.7% |
| 1Y | -54.9% | +86.3% | -141.1% | -50.1% |
| All | -54.9% | +85.0% | -139.8% | -50.1% |
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