-11.8%
CAG vs FWONK
-4.6%
-7.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -3.8% | -6.2% | +2.4% | -2.7% |
| 30D | +3.1% | -0.6% | +3.7% | +3.5% |
| 3M | +23.5% | +11.1% | +12.4% | +22.6% |
| 6M | -14.8% | +11.7% | -26.6% | -15.3% |
| YTD | -5.4% | -3.1% | -2.4% | -5.2% |
| 1Y | -11.8% | -4.2% | -7.6% | -12.9% |
| All | -11.8% | -4.6% | -7.2% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling