+164.7%
COPX vs CNI
+12.6%
+152.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | -2.3% | -0.4% | -2.0% | -2.1% |
| 30D | +0.3% | -2.7% | +3.0% | +2.3% |
| 3M | +6.8% | +3.9% | +2.9% | +3.3% |
| 6M | +7.9% | +16.4% | -8.4% | -4.3% |
| YTD | +23.7% | +25.8% | -2.1% | +3.5% |
| 1Y | +71.5% | +32.4% | +39.1% | +37.8% |
| 3Y | +149.1% | +19.1% | +130.0% | +112.4% |
| All | +164.7% | +12.6% | +152.1% | +125.9% |
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