+353.2%
CFG vs FWONK
+286.4%
+66.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.7% |
| 7D | -0.6% | -0.6% | 0.0% | -0.3% |
| 30D | -4.5% | -5.8% | +1.2% | -2.2% |
| 3M | +6.3% | +10.0% | -3.7% | +1.5% |
| 6M | +20.6% | +14.7% | +5.9% | +12.5% |
| YTD | +21.2% | -1.7% | +23.0% | +20.5% |
| 1Y | +38.2% | -4.6% | +42.8% | +38.8% |
| 3Y | +185.9% | +46.7% | +139.3% | +131.9% |
| 5Y | +97.0% | +99.4% | -2.4% | +34.6% |
| 10Y | +306.8% | +345.6% | -38.8% | +99.7% |
| All | +353.2% | +286.4% | +66.7% | +115.2% |
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