-22.4%
CPNG vs ATI
+341.5%
-363.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.0% | +0.1% |
| 7D | -5.4% | -2.7% | -2.7% | -4.9% |
| 30D | -11.1% | -13.5% | +2.4% | -8.7% |
| 3M | -3.0% | +8.5% | -11.5% | -5.0% |
| 6M | -23.5% | +25.2% | -48.7% | -27.4% |
| YTD | -37.8% | +73.4% | -111.2% | -44.4% |
| 1Y | -54.3% | +160.5% | -214.8% | -62.3% |
| All | -22.4% | +341.5% | -363.9% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling