-25.9%
CCJ vs FWONK
+0.2%
-26.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.6% |
| 7D | -14.5% | +8.9% | -23.4% | -15.4% |
| 30D | -18.1% | +4.1% | -22.2% | -18.5% |
| 3M | -23.0% | +2.6% | -25.6% | -23.2% |
| 6M | -39.4% | +12.2% | -51.6% | -41.3% |
| YTD | -21.7% | +0.4% | -22.1% | -23.6% |
| 1Y | -25.9% | -1.8% | -24.1% | -28.5% |
| All | -25.9% | +0.2% | -26.1% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling