-69.9%
CPNG vs ATI
+842.4%
-912.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.6% | -2.8% |
| 7D | -6.3% | +3.2% | -9.4% | -6.9% |
| 30D | -8.7% | -9.0% | +0.3% | -7.1% |
| 3M | -2.4% | +15.1% | -17.5% | -5.5% |
| 6M | -22.3% | +38.1% | -60.5% | -27.8% |
| YTD | -37.2% | +80.7% | -117.9% | -44.7% |
| 1Y | -53.0% | +167.5% | -220.5% | -61.9% |
| 3Y | -20.0% | +366.0% | -386.0% | -44.5% |
| 5Y | -52.8% | +1,088.8% | -1,141.5% | -70.1% |
| All | -69.9% | +842.4% | -912.3% | -80.7% |
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