+9.0%
CMI vs FWONK
-0.4%
+9.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.5% | -9.3% | -5.4% |
| 7D | -11.2% | +8.9% | -20.1% | -10.6% |
| 30D | -9.8% | +4.1% | -14.0% | -9.5% |
| 3M | -25.5% | +2.6% | -28.1% | -25.3% |
| 6M | -27.7% | +12.2% | -39.9% | -27.7% |
| YTD | -6.6% | +0.4% | -7.0% | -5.7% |
| All | +9.0% | -0.4% | +9.4% | +16.5% |
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