+2,514.3%
CLS vs FWONK
+276.3%
+2,238.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.0% |
| 7D | +5.0% | -1.5% | +6.5% | +5.6% |
| 30D | +4.8% | -6.8% | +11.6% | +7.4% |
| 3M | -10.4% | +7.7% | -18.1% | -13.6% |
| 6M | +20.8% | +11.0% | +9.8% | +14.7% |
| YTD | +10.0% | -3.1% | +13.1% | +9.7% |
| 1Y | +28.5% | -3.5% | +32.0% | +27.9% |
| 3Y | +1,292.2% | +44.6% | +1,247.6% | +1,073.8% |
| 5Y | +3,616.8% | +98.3% | +3,518.5% | +2,660.3% |
| 10Y | +2,959.5% | +339.3% | +2,620.1% | +1,638.6% |
| All | +2,514.3% | +276.3% | +2,238.0% | +1,316.4% |
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 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