-5.1%
COF vs CNI
+37.5%
-42.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.3% | -1.7% |
| 7D | +0.7% | +3.7% | -3.1% | -0.3% |
| 30D | +5.7% | +8.1% | -2.4% | +3.4% |
| 3M | -6.7% | +1.9% | -8.6% | -7.2% |
| 6M | +9.5% | +19.2% | -9.7% | +3.7% |
| YTD | -13.9% | +32.7% | -46.6% | -23.0% |
| 1Y | -5.1% | +37.0% | -42.1% | -16.9% |
| All | -5.1% | +37.5% | -42.6% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling