+79.6%
CME vs FWONK
+97.7%
-18.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +5.6% | -7.7% | +13.3% | +6.7% |
| 3M | +5.6% | +5.7% | -0.1% | +4.7% |
| 6M | -8.3% | +13.5% | -21.7% | -10.0% |
| YTD | +4.3% | -3.0% | +7.3% | +4.5% |
| 1Y | +9.1% | -6.4% | +15.5% | +9.8% |
| 3Y | +52.1% | +43.8% | +8.2% | +40.1% |
| All | +79.6% | +97.7% | -18.1% | +46.8% |
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 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