+40.7%
CL vs FWONK
+60.8%
-20.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +3.2% | +2.5% | +0.7% | +3.0% |
| 30D | +8.0% | +20.0% | -11.9% | +6.2% |
| 3M | +7.9% | +5.2% | +2.7% | +7.2% |
| 6M | +14.7% | +18.7% | -4.0% | +12.8% |
| YTD | +29.2% | +10.7% | +18.5% | +27.3% |
| 1Y | +29.5% | +8.2% | +21.3% | +27.7% |
| 3Y | +40.7% | +64.6% | -23.9% | +37.1% |
| All | +40.7% | +60.8% | -20.1% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling