-69.3%
CPNG vs ATI
+803.5%
-872.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | -1.1% | -5.6% | +4.5% | 0.0% |
| 30D | -7.4% | -13.7% | +6.4% | -4.7% |
| 3M | -12.3% | -0.4% | -12.0% | -12.7% |
| 6M | -19.4% | +26.2% | -45.7% | -23.8% |
| YTD | -35.9% | +73.2% | -109.1% | -43.1% |
| 1Y | -53.4% | +161.6% | -215.0% | -62.1% |
| 3Y | -20.0% | +346.2% | -366.2% | -44.0% |
| 5Y | -49.6% | +1,047.6% | -1,097.2% | -67.7% |
| All | -69.3% | +803.5% | -872.8% | -80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling