+305.2%
CG vs FWONK
+340.2%
-35.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -9.9% | +0.1% | -10.0% | -9.9% |
| 30D | -11.7% | -7.7% | -3.9% | -8.3% |
| 3M | -4.3% | +5.7% | -10.0% | -7.3% |
| 6M | -8.8% | +13.5% | -22.2% | -15.0% |
| YTD | -26.9% | -3.0% | -23.9% | -26.9% |
| 1Y | -35.4% | -6.4% | -29.0% | -34.5% |
| 3Y | +43.0% | +43.8% | -0.8% | +16.6% |
| 5Y | +1.9% | +98.6% | -96.7% | -29.1% |
| All | +305.2% | +340.2% | -35.0% | +121.9% |
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