-26.2%
CCL vs FWONK
+281.7%
-307.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -3.3% |
| 7D | -4.4% | -0.6% | -3.8% | -4.1% |
| 30D | -18.2% | -5.8% | -12.4% | -15.3% |
| 3M | -17.7% | +10.0% | -27.7% | -22.7% |
| 6M | -13.0% | +14.7% | -27.7% | -20.5% |
| YTD | -24.5% | -1.7% | -22.7% | -24.9% |
| 1Y | -26.9% | -4.6% | -22.3% | -26.2% |
| 3Y | +50.8% | +46.7% | +4.1% | +15.3% |
| 5Y | -0.9% | +99.4% | -100.3% | -36.4% |
| 10Y | -41.7% | +345.6% | -387.2% | -72.7% |
| All | -26.2% | +281.7% | -307.9% | -67.7% |
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