+594.5%
CNP vs ATI
+1,117.2%
-522.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.3% |
| 7D | +1.1% | -0.1% | +1.1% | +1.1% |
| 30D | -1.8% | +2.7% | -4.5% | -2.4% |
| 3M | -4.6% | +16.3% | -21.0% | -7.6% |
| 6M | -8.8% | +30.2% | -39.0% | -13.8% |
| YTD | +5.2% | +83.6% | -78.3% | -6.3% |
| 1Y | +8.3% | +173.0% | -164.7% | -10.4% |
| 3Y | +54.9% | +356.6% | -301.8% | +13.0% |
| 5Y | +73.5% | +1,074.2% | -1,000.7% | +3.5% |
| 10Y | +139.1% | +1,136.2% | -997.1% | +25.5% |
| All | +594.5% | +1,117.2% | -522.6% | +139.7% |
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