+4,347.0%
ROP vs CNI
+6,544.5%
-2,197.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.4% | +2.5% | -7.9% | -6.5% |
| 30D | -1.6% | -2.5% | +0.9% | -0.5% |
| 3M | +18.8% | +2.7% | +16.1% | +17.2% |
| 6M | +8.2% | +16.9% | -8.7% | -0.4% |
| YTD | -10.5% | +26.3% | -36.8% | -21.1% |
| 1Y | -23.7% | +31.1% | -54.9% | -34.2% |
| 3Y | -17.9% | +21.1% | -38.9% | -27.4% |
| 5Y | -15.3% | +11.0% | -26.4% | -23.0% |
| 10Y | +133.4% | +128.1% | +5.3% | +46.2% |
| All | +4,347.0% | +6,544.5% | -2,197.4% | +855.1% |
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