+391.6%
CMI vs FWONK
+276.9%
+114.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -12.4% | -7.7% | -4.6% | -10.7% |
| 3M | -14.8% | +5.7% | -20.5% | -16.3% |
| 6M | +0.8% | +13.5% | -12.7% | -2.9% |
| YTD | +10.2% | -3.0% | +13.2% | +10.1% |
| 1Y | +37.4% | -6.4% | +43.8% | +38.4% |
| 3Y | +153.3% | +43.8% | +109.5% | +125.9% |
| 5Y | +167.6% | +98.6% | +69.0% | +117.0% |
| 10Y | +514.4% | +340.0% | +174.4% | +293.3% |
| All | +391.6% | +276.9% | +114.7% | +198.7% |
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