+255.5%
CF vs FWONK
+331.6%
-76.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +2.9% | +1.8% |
| 7D | +5.4% | +2.7% | +2.6% | +4.5% |
| 30D | +6.5% | +17.7% | -11.1% | +1.6% |
| 3M | +4.6% | +5.6% | -1.0% | +2.7% |
| 6M | -3.3% | +20.7% | -24.0% | -8.9% |
| YTD | +63.9% | +11.1% | +52.8% | +57.0% |
| 1Y | +50.4% | +7.7% | +42.7% | +45.4% |
| 3Y | +68.2% | +61.3% | +6.9% | +40.2% |
| 5Y | +113.8% | +93.2% | +20.6% | +62.2% |
| 10Y | +479.3% | +286.7% | +192.6% | +231.5% |
| All | +255.5% | +331.6% | -76.1% | +87.6% |
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