+193.6%
COP vs CNI
+11.3%
+182.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.6% |
| 7D | +1.0% | -1.1% | +2.1% | +1.4% |
| 30D | +9.6% | -3.5% | +13.1% | +11.0% |
| 3M | +15.0% | +2.2% | +12.8% | +13.7% |
| 6M | +21.8% | +15.1% | +6.7% | +13.3% |
| YTD | +49.6% | +24.7% | +24.9% | +33.5% |
| 1Y | +49.9% | +33.4% | +16.5% | +29.1% |
| 3Y | +22.6% | +19.5% | +3.1% | +8.5% |
| 5Y | +193.6% | +12.6% | +181.1% | +167.5% |
| All | +193.6% | +11.3% | +182.3% | +167.5% |
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