+32.2%
COPX vs CNI
+37.5%
-5.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +2.8% |
| 7D | -3.0% | +3.7% | -6.7% | -4.8% |
| 30D | -13.6% | +8.1% | -21.7% | -17.3% |
| 3M | -11.2% | +1.9% | -13.1% | -12.2% |
| 6M | -2.4% | +19.2% | -21.6% | -13.0% |
| YTD | +4.2% | +32.7% | -28.5% | -13.0% |
| 1Y | +32.2% | +37.0% | -4.8% | +7.6% |
| All | +32.2% | +37.5% | -5.4% | +7.6% |
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