+139.3%
CDE vs FWONK
+276.9%
-137.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +9.5% | -7.7% | +17.2% | +12.8% |
| 3M | +25.5% | +5.7% | +19.8% | +22.5% |
| 6M | -7.9% | +13.5% | -21.4% | -12.3% |
| YTD | +15.6% | -3.0% | +18.5% | +16.0% |
| 1Y | +34.0% | -6.4% | +40.5% | +36.4% |
| 3Y | +791.9% | +43.8% | +748.1% | +662.9% |
| 5Y | +197.7% | +98.6% | +99.2% | +125.3% |
| 10Y | +55.0% | +340.0% | -285.0% | -9.7% |
| All | +139.3% | +276.9% | -137.6% | +41.9% |
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