+336.8%
CBRE vs FWONK
+281.7%
+55.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.8% | -2.6% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | -3.0% | -5.8% | +2.8% | -0.7% |
| 3M | +2.6% | +10.0% | -7.4% | -1.5% |
| 6M | +2.0% | +14.7% | -12.7% | -3.9% |
| YTD | -13.1% | -1.7% | -11.4% | -13.3% |
| 1Y | -13.8% | -4.6% | -9.2% | -13.2% |
| 3Y | +63.9% | +46.7% | +17.2% | +36.0% |
| 5Y | +42.3% | +99.4% | -57.1% | +2.2% |
| 10Y | +401.2% | +345.6% | +55.6% | +155.1% |
| All | +336.8% | +281.7% | +55.1% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling