+309.0%
CFG vs FWONK
+340.2%
-31.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -4.6% | -7.7% | +3.1% | -1.1% |
| 3M | +6.7% | +5.7% | +0.9% | +3.2% |
| 6M | +22.1% | +13.5% | +8.7% | +13.6% |
| YTD | +23.2% | -3.0% | +26.1% | +23.0% |
| 1Y | +40.3% | -6.4% | +46.7% | +42.2% |
| 3Y | +187.9% | +43.8% | +144.0% | +129.3% |
| 5Y | +102.0% | +98.6% | +3.4% | +30.3% |
| All | +309.0% | +340.2% | -31.2% | +96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling