+132.5%
CNP vs ATI
+1,155.5%
-1,023.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.0% | -1.0% |
| 7D | -2.2% | -2.7% | +0.6% | -1.7% |
| 30D | -2.1% | -13.5% | +11.5% | +0.3% |
| 3M | -7.9% | +8.5% | -16.4% | -9.7% |
| 6M | -8.3% | +25.2% | -33.5% | -12.8% |
| YTD | +3.8% | +73.4% | -69.6% | -7.1% |
| 1Y | +5.9% | +160.5% | -154.6% | -12.4% |
| 3Y | +49.3% | +347.3% | -298.0% | +6.6% |
| 5Y | +69.3% | +1,049.0% | -979.7% | -5.0% |
| All | +132.5% | +1,155.5% | -1,023.0% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling