+129.7%
ROP vs CNI
+138.2%
-8.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | -4.6% | -0.4% | -4.2% | -4.4% |
| 30D | -1.7% | -2.7% | +1.0% | -0.4% |
| 3M | +17.1% | +3.9% | +13.1% | +14.7% |
| 6M | +10.9% | +16.4% | -5.5% | +1.9% |
| YTD | -12.1% | +25.8% | -37.9% | -23.0% |
| 1Y | -24.2% | +32.4% | -56.6% | -35.6% |
| 3Y | -20.4% | +19.1% | -39.4% | -29.8% |
| 5Y | -15.4% | +13.6% | -28.9% | -25.0% |
| All | +129.7% | +138.2% | -8.5% | +28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling