+18.7%
CNI vs COO
-27.8%
+46.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.2% | +5.5% | +0.6% |
| 7D | +0.9% | -9.0% | +9.8% | +2.9% |
| 30D | -2.1% | -16.8% | +14.7% | +1.7% |
| 3M | +1.8% | -7.5% | +9.3% | +3.3% |
| 6M | +14.8% | -16.3% | +31.1% | +18.8% |
| YTD | +25.4% | -22.5% | +47.9% | +31.8% |
| 1Y | +32.9% | -7.0% | +39.9% | +34.0% |
| All | +18.7% | -27.8% | +46.5% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling