+4,577.2%
CNC vs ATI
+1,823.4%
+2,753.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -2.0% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | +0.1% | +2.7% | -2.6% | -0.6% |
| 3M | +6.9% | +16.3% | -9.4% | +3.7% |
| 6M | +49.0% | +30.2% | +18.8% | +40.9% |
| YTD | +62.9% | +83.6% | -20.6% | +44.9% |
| 1Y | +134.0% | +173.0% | -39.0% | +93.5% |
| 3Y | +9.4% | +356.6% | -347.2% | -20.8% |
| 5Y | +4.1% | +1,074.2% | -1,070.0% | -38.5% |
| 10Y | +95.4% | +1,136.2% | -1,040.8% | 0.0% |
| All | +4,577.2% | +1,823.4% | +2,753.8% | +1,628.0% |
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