+11,118.7%
NTAP vs CNI
+6,494.7%
+4,624.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.9% |
| 7D | +2.2% | +0.9% | +1.3% | +1.7% |
| 30D | -7.0% | -2.1% | -4.9% | -5.9% |
| 3M | +12.3% | +1.8% | +10.5% | +10.8% |
| 6M | +85.1% | +14.8% | +70.3% | +69.0% |
| YTD | +74.8% | +25.4% | +49.4% | +51.3% |
| 1Y | +52.7% | +32.9% | +19.7% | +27.4% |
| 3Y | +147.7% | +20.2% | +127.5% | +115.0% |
| 5Y | +124.8% | +12.2% | +112.6% | +100.4% |
| 10Y | +589.7% | +136.0% | +453.7% | +291.1% |
| All | +11,118.7% | +6,494.7% | +4,624.0% | +890.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling