+449.5%
CCJ vs FWONK
+276.3%
+173.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.6% |
| 7D | -3.2% | -1.5% | -1.6% | -2.7% |
| 30D | -1.3% | -6.8% | +5.5% | +0.7% |
| 3M | +2.5% | +7.7% | -5.2% | -0.2% |
| 6M | -18.9% | +11.0% | -29.8% | -21.8% |
| YTD | +6.5% | -3.1% | +9.6% | +6.6% |
| 1Y | +22.8% | -3.5% | +26.3% | +22.8% |
| 3Y | +164.5% | +44.6% | +119.9% | +129.9% |
| 5Y | +303.7% | +98.3% | +205.5% | +218.7% |
| 10Y | +1,064.0% | +339.3% | +724.7% | +602.9% |
| All | +449.5% | +276.3% | +173.1% | +207.4% |
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