+9.5%
CNC vs ATI
+1,021.8%
-1,012.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.7% | +2.4% |
| 7D | -3.9% | -2.7% | -1.1% | -3.7% |
| 30D | +0.8% | -13.5% | +14.3% | +1.9% |
| 3M | +0.1% | +8.5% | -8.4% | -0.8% |
| 6M | +79.7% | +25.2% | +54.5% | +75.5% |
| YTD | +58.9% | +73.4% | -14.5% | +50.8% |
| 1Y | +109.1% | +160.5% | -51.4% | +91.9% |
| 3Y | 0.0% | +347.3% | -347.3% | -16.7% |
| 5Y | +9.5% | +1,049.0% | -1,039.5% | -23.8% |
| All | +9.5% | +1,021.8% | -1,012.3% | -23.8% |
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