+392.5%
CBRE vs FWONK
+340.2%
+52.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | -4.7% | -7.7% | +3.1% | -1.5% |
| 3M | +6.5% | +5.7% | +0.8% | +3.8% |
| 6M | +6.1% | +13.5% | -7.4% | 0.0% |
| YTD | -12.6% | -3.0% | -9.6% | -12.3% |
| 1Y | -15.3% | -6.4% | -8.9% | -14.0% |
| 3Y | +64.6% | +43.8% | +20.8% | +36.1% |
| 5Y | +45.0% | +98.6% | -53.6% | +1.7% |
| All | +392.5% | +340.2% | +52.3% | +166.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling