+20.8%
CNI vs TAP
-24.6%
+45.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +1.0% | -6.3% | +7.3% | +2.3% |
| 30D | +7.5% | +2.7% | +4.8% | +6.9% |
| 3M | +1.7% | -3.7% | +5.4% | +2.3% |
| 6M | +15.4% | -2.0% | +17.5% | +15.5% |
| YTD | +31.5% | -12.3% | +43.8% | +33.8% |
| 1Y | +32.8% | -10.1% | +42.9% | +34.4% |
| All | +20.8% | -24.6% | +45.4% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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