+143.2%
CNP vs FWONK
+281.7%
-138.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.4% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | -0.1% | -5.8% | +5.7% | +1.4% |
| 3M | -5.6% | +10.0% | -15.7% | -8.1% |
| 6M | -7.5% | +14.7% | -22.1% | -11.1% |
| YTD | +5.5% | -1.7% | +7.2% | +5.3% |
| 1Y | +8.3% | -4.6% | +13.0% | +8.7% |
| 3Y | +51.8% | +46.7% | +5.1% | +32.8% |
| 5Y | +69.9% | +99.4% | -29.5% | +32.7% |
| 10Y | +139.9% | +345.6% | -205.6% | +46.5% |
| All | +143.2% | +281.7% | -138.5% | +42.4% |
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