+134.3%
CNI vs COO
+17.0%
+117.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -0.4% | -22.5% | +22.2% | +7.8% |
| 30D | -2.7% | -29.7% | +27.0% | +8.7% |
| 3M | +3.9% | -20.1% | +24.1% | +11.0% |
| 6M | +16.4% | -26.9% | +43.3% | +27.7% |
| YTD | +25.8% | -34.2% | +60.0% | +42.9% |
| 1Y | +32.4% | -21.3% | +53.6% | +40.5% |
| 3Y | +19.1% | -38.7% | +57.7% | +33.9% |
| 5Y | +13.6% | -52.2% | +65.8% | +37.6% |
| All | +134.3% | +17.0% | +117.4% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling