+318.6%
CCEP vs FWONK
+281.7%
+36.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.0% |
| 7D | -3.7% | -0.6% | -3.1% | -3.5% |
| 30D | -2.1% | -5.8% | +3.7% | -0.7% |
| 3M | +7.2% | +10.0% | -2.9% | +4.6% |
| 6M | +3.3% | +14.7% | -11.4% | -0.4% |
| YTD | +15.7% | -1.7% | +17.4% | +15.7% |
| 1Y | +16.6% | -4.6% | +21.2% | +17.2% |
| 3Y | +84.3% | +46.7% | +37.6% | +63.6% |
| 5Y | +109.0% | +99.4% | +9.6% | +69.9% |
| 10Y | +238.1% | +345.6% | -107.4% | +125.6% |
| All | +318.6% | +281.7% | +36.9% | +167.5% |
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