+99.4%
FWONK vs CNI
+12.6%
+86.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | -7.7% | -2.7% | -5.0% | -6.8% |
| 3M | +5.7% | +3.9% | +1.8% | +4.1% |
| 6M | +13.5% | +16.4% | -2.9% | +6.7% |
| YTD | -3.0% | +25.8% | -28.8% | -11.7% |
| 1Y | -6.4% | +32.4% | -38.8% | -16.7% |
| 3Y | +43.8% | +19.1% | +24.8% | +30.3% |
| All | +99.4% | +12.6% | +86.7% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling