+1,121.6%
ATI vs CNI
+3,799.9%
-2,678.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.2% | +2.5% | +0.7% | +0.9% |
| 30D | -9.0% | -2.5% | -6.5% | -7.1% |
| 3M | +15.1% | +2.7% | +12.4% | +11.1% |
| 6M | +38.1% | +16.9% | +21.2% | +18.4% |
| YTD | +80.7% | +26.3% | +54.3% | +43.6% |
| 1Y | +167.5% | +31.1% | +136.4% | +103.9% |
| 3Y | +366.0% | +21.1% | +344.9% | +271.5% |
| 5Y | +1,088.8% | +11.0% | +1,077.7% | +912.6% |
| 10Y | +1,055.0% | +128.1% | +926.9% | +412.5% |
| All | +1,121.6% | +3,799.9% | -2,678.3% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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