+17.0%
CP vs FWONK
+44.4%
-27.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -2.7% | -1.5% | -1.1% | -2.5% |
| 30D | -3.4% | -6.8% | +3.4% | -2.3% |
| 3M | -0.6% | +7.7% | -8.3% | -1.9% |
| 6M | +6.3% | +11.0% | -4.7% | +4.3% |
| YTD | +21.2% | -3.1% | +24.3% | +21.5% |
| 1Y | +20.0% | -3.5% | +23.5% | +20.3% |
| All | +17.0% | +44.4% | -27.4% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling