+63.8%
CCI vs FWONK
+276.3%
-212.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | -4.4% | -1.5% | -2.8% | -4.1% |
| 30D | +0.3% | -6.8% | +7.1% | +1.7% |
| 3M | -20.0% | +7.7% | -27.7% | -21.2% |
| 6M | -14.5% | +11.0% | -25.5% | -16.4% |
| YTD | -14.9% | -3.1% | -11.7% | -14.6% |
| 1Y | -17.7% | -3.5% | -14.2% | -17.6% |
| 3Y | -12.4% | +44.6% | -57.0% | -20.4% |
| 5Y | -50.1% | +98.3% | -148.4% | -58.0% |
| 10Y | +20.4% | +339.3% | -318.9% | -14.5% |
| All | +63.8% | +276.3% | -212.5% | +14.9% |
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 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