In this paper, we analyze the performance of the cooperative cognitive radio relay system which is adapted the recently highly focused cognitive radio system. The performance comparison is made between the system with and that without the opportunistic transmission relay. Especially the selection combining is considered at the destination for simple implementation. In this case, the effect of the channel state information (CSI) delay, which is caused essentially by the process during the CSI delivery, to the system performance is considered. It is noticed that the performance of the system with the opportunistic relay degrades up to 0.6 dB at a given condition compared to the system without the opportunistic relay. And it is shown that the system performance is more sensitive to the CSI delay compared to the frequency acquisition probability of the cognitive radio relay.