+8.1%
CNQ vs ATI
+26.6%
-18.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.5% |
| 7D | -0.8% | -5.6% | +4.9% | -2.1% |
| 30D | +5.3% | -13.7% | +19.0% | +2.1% |
| 3M | +11.4% | -0.4% | +11.7% | +11.8% |
| 6M | +8.1% | +26.2% | -18.2% | +19.0% |
| All | +8.1% | +26.6% | -18.5% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling