+64.0%
CNP vs ATI
+302.5%
-238.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +1.6% |
| 7D | -4.2% | +6.2% | -10.4% | -4.3% |
| 30D | +5.5% | -7.1% | +12.6% | +5.6% |
| 3M | +0.6% | -21.3% | +21.9% | +1.0% |
| 6M | -2.8% | +6.5% | -9.3% | -3.2% |
| YTD | +7.9% | +53.2% | -45.3% | +6.3% |
| 1Y | +6.7% | +82.7% | -76.1% | +4.6% |
| All | +64.0% | +302.5% | -238.5% | +52.5% |
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