+5.0%
FWONK vs CNI
+34.7%
-29.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.9% | +9.6% | +7.9% |
| 7D | +15.0% | +2.0% | +13.1% | +14.6% |
| 30D | +11.5% | +6.8% | +4.7% | +10.3% |
| 3M | +10.9% | -0.3% | +11.2% | +10.9% |
| 6M | +21.9% | +16.3% | +5.6% | +18.7% |
| YTD | +8.1% | +30.2% | -22.0% | +3.8% |
| 1Y | +5.0% | +34.0% | -29.0% | +0.2% |
| All | +5.0% | +34.7% | -29.6% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling