-42.6%
CCL vs FWONK
+340.2%
-382.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.1% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -17.8% | -7.7% | -10.0% | -13.3% |
| 3M | -18.7% | +5.7% | -24.4% | -22.2% |
| 6M | -11.4% | +13.5% | -24.9% | -19.4% |
| YTD | -24.3% | -3.0% | -21.3% | -24.2% |
| 1Y | -28.8% | -6.4% | -22.4% | -27.1% |
| 3Y | +49.3% | +43.8% | +5.5% | +10.9% |
| 5Y | +1.6% | +98.6% | -97.0% | -39.5% |
| All | -42.6% | +340.2% | -382.8% | -73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling