+89.6%
CL vs FWONK
+281.3%
-191.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +3.2% | +2.5% | +0.7% | +2.9% |
| 30D | +8.0% | +20.0% | -11.9% | +5.3% |
| 3M | +7.9% | +5.2% | +2.7% | +7.0% |
| 6M | +14.7% | +18.7% | -4.0% | +11.8% |
| YTD | +29.2% | +10.7% | +18.5% | +26.9% |
| 1Y | +29.5% | +8.2% | +21.3% | +27.6% |
| 3Y | +40.7% | +64.6% | -23.9% | +29.3% |
| 5Y | +43.9% | +92.5% | -48.7% | +27.3% |
| All | +89.6% | +281.3% | -191.7% | +45.0% |
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