+279.5%
CF vs FWONK
+276.6%
+2.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.8% | -2.8% |
| 7D | +6.0% | -6.2% | +12.2% | +7.9% |
| 30D | +14.8% | -0.6% | +15.4% | +14.8% |
| 3M | +14.1% | +11.1% | +3.0% | +10.3% |
| 6M | +28.5% | +11.7% | +16.8% | +23.0% |
| YTD | +74.9% | -3.1% | +78.0% | +74.5% |
| 1Y | +61.7% | -4.2% | +65.9% | +61.6% |
| 3Y | +80.3% | +38.3% | +42.0% | +56.5% |
| 5Y | +226.0% | +92.2% | +133.8% | +145.6% |
| 10Y | +569.9% | +355.4% | +214.5% | +276.7% |
| All | +279.5% | +276.6% | +2.9% | +108.6% |
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