+98.1%
CNH vs FWONK
+276.3%
-178.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.4% |
| 7D | -2.5% | -1.5% | -0.9% | -1.9% |
| 30D | +27.0% | -6.8% | +33.8% | +30.1% |
| 3M | +32.6% | +7.7% | +24.9% | +28.8% |
| 6M | +23.6% | +11.0% | +12.6% | +18.4% |
| YTD | +47.8% | -3.1% | +51.0% | +48.2% |
| 1Y | +21.3% | -3.5% | +24.7% | +21.5% |
| 3Y | +7.0% | +44.6% | -37.6% | -9.6% |
| 5Y | +10.2% | +98.3% | -88.1% | -17.9% |
| 10Y | +153.2% | +339.3% | -186.1% | +45.6% |
| All | +98.1% | +276.3% | -178.2% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling