-62.8%
CSGP vs ATI
+363.8%
-426.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -2.6% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | +2.3% | +2.7% | -0.4% | +2.0% |
| 3M | -8.2% | +16.3% | -24.5% | -9.8% |
| 6M | -35.1% | +30.2% | -65.2% | -37.3% |
| YTD | -54.0% | +83.6% | -137.6% | -57.9% |
| 1Y | -65.3% | +173.0% | -238.3% | -70.6% |
| All | -62.8% | +363.8% | -426.6% | -72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling