+70.0%
CL vs FWONK
+276.6%
-206.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -2.2% | -6.2% | +4.0% | -1.3% |
| 30D | -4.8% | -0.6% | -4.3% | -4.8% |
| 3M | +4.9% | +11.1% | -6.2% | +3.4% |
| 6M | -5.7% | +11.7% | -17.4% | -7.2% |
| YTD | +14.4% | -3.1% | +17.4% | +14.6% |
| 1Y | +8.7% | -4.2% | +12.9% | +9.0% |
| 3Y | +30.0% | +38.3% | -8.4% | +22.7% |
| 5Y | +28.4% | +92.2% | -63.8% | +14.1% |
| 10Y | +50.1% | +355.4% | -305.3% | +12.3% |
| All | +70.0% | +276.6% | -206.6% | +23.0% |
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 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