-9.6%
CCI vs FWONK
+44.6%
-54.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +2.2% | -7.7% | +10.0% | +3.0% |
| 3M | -16.9% | +5.7% | -22.6% | -17.2% |
| 6M | -11.5% | +13.5% | -25.0% | -12.4% |
| YTD | -12.8% | -3.0% | -9.9% | -12.8% |
| 1Y | -17.1% | -6.4% | -10.7% | -16.9% |
| 3Y | -9.6% | +43.8% | -53.5% | -12.9% |
| All | -9.6% | +44.6% | -54.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling