+34.8%
CP vs FWONK
+95.7%
-60.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | -2.7% | -1.5% | -1.1% | -2.3% |
| 30D | -3.4% | -6.8% | +3.4% | -1.6% |
| 3M | -0.6% | +7.7% | -8.3% | -2.7% |
| 6M | +6.3% | +11.0% | -4.7% | +3.1% |
| YTD | +21.2% | -3.1% | +24.3% | +21.6% |
| 1Y | +20.0% | -3.5% | +23.5% | +20.3% |
| 3Y | +18.7% | +44.6% | -25.9% | +4.0% |
| 5Y | +34.8% | +98.3% | -63.5% | +4.1% |
| All | +34.8% | +95.7% | -60.9% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling