+43.1%
COF vs CNI
+12.6%
+30.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | 0.0% |
| 7D | -5.1% | -0.4% | -4.8% | -4.9% |
| 30D | -6.0% | -2.7% | -3.3% | -4.4% |
| 3M | +14.8% | +3.9% | +10.9% | +11.6% |
| 6M | +15.3% | +16.4% | -1.0% | +3.4% |
| YTD | -13.0% | +25.8% | -38.9% | -26.6% |
| 1Y | -5.7% | +32.4% | -38.1% | -23.4% |
| 3Y | +118.1% | +19.1% | +99.1% | +86.1% |
| All | +43.1% | +12.6% | +30.5% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling