+177.5%
CP vs FWONK
+274.4%
-97.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +2.4% | -2.1% | +4.5% | +3.0% |
| 30D | -0.5% | -7.7% | +7.1% | +1.7% |
| 3M | +1.4% | +9.3% | -7.9% | -1.3% |
| 6M | +10.3% | +13.3% | -3.0% | +6.0% |
| YTD | +24.3% | -3.6% | +27.9% | +24.8% |
| 1Y | +20.4% | -6.8% | +27.2% | +21.8% |
| 3Y | +21.8% | +43.9% | -22.1% | +6.5% |
| 5Y | +31.5% | +94.4% | -62.9% | +3.6% |
| 10Y | +223.2% | +353.8% | -130.6% | +86.1% |
| All | +177.5% | +274.4% | -97.0% | +54.0% |
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