+122.8%
NTAP vs CNI
+11.3%
+111.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.4% |
| 7D | -1.0% | -1.1% | +0.1% | -0.4% |
| 30D | -7.5% | -3.5% | -4.0% | -6.0% |
| 3M | +14.6% | +2.2% | +12.4% | +13.2% |
| 6M | +91.0% | +15.1% | +75.9% | +76.7% |
| YTD | +73.7% | +24.7% | +49.0% | +53.9% |
| 1Y | +51.2% | +33.4% | +17.9% | +29.1% |
| 3Y | +146.1% | +19.5% | +126.6% | +116.5% |
| 5Y | +122.8% | +12.6% | +110.3% | +103.9% |
| All | +122.8% | +11.3% | +111.6% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling