+338.5%
COP vs CNI
+138.2%
+200.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | +2.3% | -0.4% | +2.7% | +2.5% |
| 30D | +8.6% | -2.7% | +11.3% | +10.4% |
| 3M | +19.9% | +3.9% | +15.9% | +16.0% |
| 6M | +19.0% | +16.4% | +2.7% | +4.7% |
| YTD | +50.0% | +25.8% | +24.2% | +23.8% |
| 1Y | +50.5% | +32.4% | +18.1% | +19.2% |
| 3Y | +25.2% | +19.1% | +6.1% | +3.5% |
| 5Y | +194.3% | +13.6% | +180.7% | +142.5% |
| All | +338.5% | +138.2% | +200.3% | +97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling