+5,556.5%
CNQ vs ATI
+1,341.3%
+4,215.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | +0.1% | -5.6% | +5.8% | +2.1% |
| 30D | +6.2% | -13.7% | +19.9% | +11.4% |
| 3M | +12.4% | -0.4% | +12.7% | +11.4% |
| 6M | +9.0% | +26.2% | -17.2% | -2.5% |
| YTD | +52.2% | +73.2% | -21.0% | +21.3% |
| 1Y | +65.0% | +161.6% | -96.6% | +12.8% |
| 3Y | +78.8% | +346.2% | -267.3% | -5.1% |
| 5Y | +286.0% | +1,047.6% | -761.7% | +39.9% |
| 10Y | +420.7% | +1,130.0% | -709.3% | +54.4% |
| All | +5,556.5% | +1,341.3% | +4,215.2% | +1,555.4% |
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