-10.7%
CMG vs FWONK
-4.6%
-6.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -2.8% | -6.2% | +3.4% | -1.3% |
| 30D | +7.1% | -0.6% | +7.7% | +7.4% |
| 3M | +31.2% | +11.1% | +20.1% | +29.2% |
| 6M | +0.7% | +11.7% | -11.0% | -1.0% |
| YTD | -0.1% | -3.1% | +2.9% | -2.9% |
| 1Y | -10.7% | -4.2% | -6.6% | -13.0% |
| All | -10.7% | -4.6% | -6.2% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling