-63.2%
CSGP vs ATI
+871.8%
-935.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.4% | -9.1% | -5.2% |
| 7D | +1.3% | +6.2% | -4.9% | +0.6% |
| 30D | +10.7% | -7.1% | +17.8% | +11.3% |
| 3M | +3.3% | -21.3% | +24.6% | +5.8% |
| 6M | -10.3% | +6.5% | -16.8% | -12.7% |
| YTD | -54.6% | +53.2% | -107.7% | -58.9% |
| 1Y | -54.6% | +82.7% | -137.4% | -60.4% |
| 3Y | -60.3% | +314.3% | -374.6% | -72.2% |
| All | -63.2% | +871.8% | -935.0% | -78.0% |
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