-3.6%
CNC vs ATI
+358.3%
-361.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -4.9% | +2.4% | -7.3% | -4.9% |
| 30D | -3.8% | -9.5% | +5.7% | -3.6% |
| 3M | -3.2% | +10.4% | -13.6% | -3.5% |
| 6M | +47.9% | +31.8% | +16.1% | +47.0% |
| YTD | +55.7% | +80.0% | -24.3% | +54.4% |
| 1Y | +106.2% | +175.8% | -69.6% | +105.5% |
| All | -3.6% | +358.3% | -361.8% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling