+272.1%
CNQ vs ATI
+1,029.4%
-757.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | +0.1% | -5.6% | +5.8% | +1.3% |
| 30D | +6.2% | -13.7% | +19.9% | +9.4% |
| 3M | +12.4% | -0.4% | +12.7% | +11.8% |
| 6M | +9.0% | +26.2% | -17.2% | +1.5% |
| YTD | +52.2% | +73.2% | -21.0% | +29.6% |
| 1Y | +65.0% | +161.6% | -96.6% | +24.7% |
| 3Y | +78.8% | +346.2% | -267.3% | +8.4% |
| All | +272.1% | +1,029.4% | -757.3% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling