+256.0%
CF vs FWONK
+330.0%
-74.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +4.8% | +2.5% | +2.2% | +4.0% |
| 30D | +4.7% | +20.0% | -15.2% | -0.6% |
| 3M | +7.4% | +5.2% | +2.3% | +5.6% |
| 6M | +0.6% | +18.7% | -18.1% | -4.8% |
| YTD | +64.1% | +10.7% | +53.4% | +57.4% |
| 1Y | +51.4% | +8.2% | +43.2% | +46.1% |
| 3Y | +67.8% | +64.6% | +3.2% | +38.9% |
| 5Y | +114.1% | +92.5% | +21.6% | +62.6% |
| 10Y | +480.1% | +285.3% | +194.8% | +232.3% |
| All | +256.0% | +330.0% | -74.0% | +88.1% |
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