+146.7%
CG vs FWONK
+281.7%
-135.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -6.0% | -4.9% |
| 7D | -6.4% | -0.6% | -5.8% | -6.2% |
| 30D | -7.1% | -5.8% | -1.3% | -4.7% |
| 3M | -1.6% | +10.0% | -11.6% | -6.1% |
| 6M | -8.3% | +14.7% | -23.0% | -14.5% |
| YTD | -23.8% | -1.7% | -22.1% | -24.3% |
| 1Y | -28.7% | -4.6% | -24.1% | -28.4% |
| 3Y | +49.2% | +46.7% | +2.5% | +22.7% |
| 5Y | +5.5% | +99.4% | -93.9% | -24.2% |
| 10Y | +331.2% | +345.6% | -14.3% | +121.0% |
| All | +146.7% | +281.7% | -135.0% | +14.5% |
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