-19.0%
CAG vs FWONK
-3.0%
-16.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -2.4% | -7.7% | +5.3% | -1.1% |
| 3M | +9.8% | +5.7% | +4.1% | +9.6% |
| 6M | -10.8% | +13.5% | -24.3% | -11.3% |
| YTD | -10.8% | -3.0% | -7.9% | -10.9% |
| 1Y | -19.0% | -6.4% | -12.5% | -20.1% |
| All | -19.0% | -3.0% | -16.0% | -20.1% |
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