+6,476.9%
CNI vs COO
+3,705.4%
+2,771.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.5% |
| 7D | -2.1% | -2.2% | +0.1% | -1.6% |
| 30D | -3.3% | -7.0% | +3.7% | -1.8% |
| 3M | +3.8% | +12.2% | -8.4% | +1.1% |
| 6M | +12.7% | -15.1% | +27.8% | +16.2% |
| YTD | +26.3% | -15.1% | +41.4% | +30.2% |
| 1Y | +29.9% | +2.3% | +27.6% | +28.4% |
| 3Y | +15.9% | -23.7% | +39.6% | +20.1% |
| 5Y | +6.9% | -38.9% | +45.9% | +14.9% |
| 10Y | +126.8% | +49.9% | +76.9% | +103.6% |
| All | +6,476.9% | +3,705.4% | +2,771.5% | +3,320.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling