+322.0%
CMG vs FWONK
+340.2%
-18.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +10.9% | -7.7% | +18.6% | +13.6% |
| 3M | +15.8% | +5.7% | +10.1% | +13.9% |
| 6M | +6.9% | +13.5% | -6.5% | +2.9% |
| YTD | -2.2% | -3.0% | +0.8% | -1.8% |
| 1Y | -7.1% | -6.4% | -0.7% | -6.0% |
| 3Y | -7.1% | +43.8% | -51.0% | -18.6% |
| 5Y | -4.8% | +98.6% | -103.4% | -24.7% |
| All | +322.0% | +340.2% | -18.2% | +188.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling