+116.0%
CMS vs FWONK
+340.2%
-224.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -4.1% | -7.7% | +3.6% | -3.1% |
| 3M | -7.1% | +5.7% | -12.8% | -7.9% |
| 6M | -10.1% | +13.5% | -23.5% | -11.7% |
| YTD | -1.7% | -3.0% | +1.2% | -1.6% |
| 1Y | -3.4% | -6.4% | +3.0% | -2.9% |
| 3Y | +31.6% | +43.8% | -12.3% | +23.4% |
| 5Y | +23.3% | +98.6% | -75.3% | +8.9% |
| All | +116.0% | +340.2% | -224.2% | +73.3% |
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