+139.8%
CNP vs ATI
+1,119.3%
-979.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | -0.5% |
| 7D | -4.3% | +6.0% | -10.3% | -5.3% |
| 30D | +5.7% | -3.6% | +9.4% | +6.0% |
| 3M | +0.9% | -18.9% | +19.8% | +4.1% |
| 6M | -1.1% | +16.7% | -17.8% | -4.8% |
| YTD | +8.3% | +61.1% | -52.8% | -2.4% |
| 1Y | +5.9% | +89.3% | -83.4% | -7.4% |
| 3Y | +64.6% | +333.3% | -268.7% | +17.3% |
| 5Y | +74.6% | +954.5% | -879.9% | -1.4% |
| 10Y | +139.8% | +1,067.0% | -927.1% | +12.6% |
| All | +139.8% | +1,119.3% | -979.5% | +12.6% |
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