+163.9%
CEG vs FWONK
+44.6%
+119.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | +2.3% | -7.7% | +10.1% | +3.6% |
| 3M | +15.6% | +5.7% | +9.9% | +14.0% |
| 6M | -5.0% | +13.5% | -18.5% | -7.8% |
| YTD | -19.0% | -3.0% | -16.1% | -18.9% |
| 1Y | -10.0% | -6.4% | -3.5% | -9.2% |
| 3Y | +163.9% | +43.8% | +120.1% | +143.5% |
| All | +163.9% | +44.6% | +119.3% | +143.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling