+110.5%
CNC vs ATI
+86.4%
+24.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.7% | +13.3% | +12.7% |
| 7D | +13.4% | +8.3% | +5.0% | +13.2% |
| 30D | +18.2% | -7.3% | +25.5% | +18.6% |
| 3M | +18.6% | -10.5% | +29.2% | +19.1% |
| 6M | +41.9% | +16.4% | +25.5% | +38.4% |
| YTD | +84.7% | +56.1% | +28.7% | +60.2% |
| 1Y | +110.5% | +86.5% | +24.0% | +57.9% |
| All | +110.5% | +86.4% | +24.1% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling