+24.5%
COP vs CNI
+19.3%
+5.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.3% |
| 7D | -0.5% | +0.9% | -1.4% | -0.7% |
| 30D | +11.7% | -2.1% | +13.8% | +12.3% |
| 3M | +17.7% | +1.8% | +15.9% | +16.8% |
| 6M | +18.3% | +14.8% | +3.5% | +12.4% |
| YTD | +49.1% | +25.4% | +23.7% | +36.3% |
| 1Y | +53.3% | +32.9% | +20.4% | +36.7% |
| All | +24.5% | +19.3% | +5.1% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling