+6,476.9%
CNI vs TAP
+694.2%
+5,782.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -2.1% | -2.3% | +0.2% | -1.6% |
| 30D | -3.3% | -2.1% | -1.1% | -2.9% |
| 3M | +3.8% | +6.6% | -2.8% | +2.2% |
| 6M | +12.7% | -11.5% | +24.2% | +15.2% |
| YTD | +26.3% | -10.3% | +36.5% | +28.5% |
| 1Y | +29.9% | -14.4% | +44.3% | +33.3% |
| 3Y | +15.9% | -28.3% | +44.2% | +22.4% |
| 5Y | +6.9% | +1.7% | +5.2% | +3.6% |
| 10Y | +126.8% | -49.2% | +176.0% | +142.7% |
| All | +6,476.9% | +694.2% | +5,782.7% | +4,841.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling