+543.5%
CIEN vs FWONK
+97.7%
+445.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +8.9% | +0.1% | +8.8% | +8.8% |
| 30D | -19.1% | -7.7% | -11.4% | -16.9% |
| 3M | -21.5% | +5.7% | -27.2% | -24.0% |
| 6M | +2.8% | +13.5% | -10.6% | -3.8% |
| YTD | +49.5% | -3.0% | +52.4% | +48.7% |
| 1Y | +163.8% | -6.4% | +170.2% | +166.0% |
| 3Y | +615.8% | +43.8% | +572.0% | +499.3% |
| All | +543.5% | +97.7% | +445.8% | +336.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling