-6.4%
FWONK vs CNI
+33.8%
-40.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | -7.7% | -2.7% | -5.0% | -7.3% |
| 3M | +5.7% | +3.9% | +1.8% | +5.0% |
| 6M | +13.5% | +16.4% | -2.9% | +9.4% |
| YTD | -3.0% | +25.8% | -28.8% | -7.3% |
| 1Y | -6.4% | +32.4% | -38.8% | -11.5% |
| All | -6.4% | +33.8% | -40.3% | -11.5% |
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