+1,304.9%
CSGP vs ATI
+872.7%
+432.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | -0.4% |
| 7D | +13.9% | -3.8% | +17.7% | +14.6% |
| 30D | +16.0% | -13.5% | +29.5% | +18.8% |
| 3M | +6.1% | -17.9% | +24.0% | +9.3% |
| 6M | -8.2% | +8.4% | -16.5% | -11.5% |
| YTD | -52.3% | +46.7% | -99.0% | -57.4% |
| 1Y | -54.5% | +74.5% | -129.0% | -60.8% |
| 3Y | -58.6% | +303.7% | -362.3% | -71.2% |
| 5Y | -61.5% | +848.9% | -910.4% | -78.3% |
| 10Y | +74.7% | +1,089.7% | -1,015.0% | -20.7% |
| All | +1,304.9% | +872.7% | +432.3% | +439.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling