-61.5%
CSGP vs ATI
+894.3%
-955.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | -1.0% |
| 7D | +13.9% | -3.8% | +17.7% | +14.3% |
| 30D | +16.0% | -13.5% | +29.5% | +17.6% |
| 3M | +6.1% | -17.9% | +24.0% | +7.9% |
| 6M | -8.2% | +8.4% | -16.5% | -11.1% |
| YTD | -52.3% | +46.7% | -99.0% | -56.7% |
| 1Y | -54.5% | +74.5% | -129.0% | -60.1% |
| 3Y | -58.6% | +303.7% | -362.3% | -70.9% |
| 5Y | -61.5% | +848.9% | -910.4% | -77.0% |
| All | -61.5% | +894.3% | -955.8% | -77.0% |
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