+28.7%
CL vs FWONK
+98.5%
-69.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -0.6% |
| 7D | -2.3% | -0.6% | -1.7% | -2.2% |
| 30D | -5.5% | -5.8% | +0.3% | -5.0% |
| 3M | +0.8% | +10.0% | -9.2% | 0.0% |
| 6M | -4.2% | +14.7% | -18.9% | -5.3% |
| YTD | +13.4% | -1.7% | +15.2% | +13.3% |
| 1Y | +7.1% | -4.6% | +11.7% | +7.1% |
| 3Y | +29.0% | +46.7% | -17.6% | +24.0% |
| All | +28.7% | +98.5% | -69.8% | +23.4% |
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