+39.8%
CLX vs FWONK
+281.7%
-241.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.3% |
| 7D | -4.9% | -0.6% | -4.3% | -4.9% |
| 30D | -15.8% | -5.8% | -10.0% | -15.5% |
| 3M | -7.9% | +10.0% | -18.0% | -8.5% |
| 6M | -19.0% | +14.7% | -33.7% | -19.7% |
| YTD | -7.9% | -1.7% | -6.2% | -7.9% |
| 1Y | -25.4% | -4.6% | -20.7% | -25.3% |
| 3Y | -35.0% | +46.7% | -81.7% | -36.6% |
| 5Y | -36.8% | +99.4% | -136.2% | -39.2% |
| 10Y | -1.4% | +345.6% | -347.0% | -11.8% |
| All | +39.8% | +281.7% | -241.9% | +20.8% |
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