+229.6%
CMS vs FWONK
+274.4%
-44.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +1.2% | -2.1% | +3.3% | +1.5% |
| 30D | -3.2% | -7.7% | +4.5% | -2.3% |
| 3M | -2.2% | +9.3% | -11.5% | -3.3% |
| 6M | -9.4% | +13.3% | -22.8% | -10.9% |
| YTD | +0.7% | -3.6% | +4.3% | +0.8% |
| 1Y | +0.4% | -6.8% | +7.1% | +0.8% |
| 3Y | +35.2% | +43.9% | -8.7% | +27.7% |
| 5Y | +24.1% | +94.4% | -70.3% | +11.7% |
| 10Y | +115.8% | +353.8% | -238.0% | +73.2% |
| All | +229.6% | +274.4% | -44.8% | +165.6% |
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