+7.4%
CNH vs FWONK
+44.6%
-37.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | +26.6% | -7.7% | +34.3% | +28.7% |
| 3M | +31.1% | +5.7% | +25.4% | +29.3% |
| 6M | +24.9% | +13.5% | +11.4% | +21.1% |
| YTD | +48.7% | -3.0% | +51.7% | +49.0% |
| 1Y | +22.2% | -6.4% | +28.6% | +23.4% |
| 3Y | +7.4% | +43.8% | -36.4% | -2.5% |
| All | +7.4% | +44.6% | -37.2% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 3y: compounded portfolio wealth divided by compounded FWONK 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…
3y analysis · Full analysis span regression · 6 months rolling