+205.3%
COPX vs CNI
+422.6%
-217.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.6% |
| 7D | +6.0% | +0.9% | +5.1% | +5.2% |
| 30D | +6.4% | -2.1% | +8.5% | +8.4% |
| 3M | +19.3% | +1.8% | +17.5% | +16.5% |
| 6M | +16.2% | +14.8% | +1.4% | +1.9% |
| YTD | +33.2% | +25.4% | +7.8% | +7.7% |
| 1Y | +90.2% | +32.9% | +57.3% | +45.8% |
| 3Y | +175.7% | +20.2% | +155.5% | +126.0% |
| 5Y | +193.1% | +12.2% | +181.0% | +151.0% |
| 10Y | +619.4% | +136.0% | +483.4% | +186.9% |
| All | +205.3% | +422.6% | -217.3% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling