+12.2%
CNI vs COO
-44.2%
+56.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.2% | +5.5% | +1.0% |
| 7D | +0.9% | -9.0% | +9.8% | +3.6% |
| 30D | -2.1% | -16.8% | +14.7% | +3.2% |
| 3M | +1.8% | -7.5% | +9.3% | +3.9% |
| 6M | +14.8% | -16.3% | +31.1% | +20.3% |
| YTD | +25.4% | -22.5% | +47.9% | +34.3% |
| 1Y | +32.9% | -7.0% | +39.9% | +34.1% |
| 3Y | +20.2% | -27.5% | +47.6% | +27.3% |
| 5Y | +12.2% | -43.3% | +55.5% | +24.0% |
| All | +12.2% | -44.2% | +56.3% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling