-28.1%
CPB vs FWONK
+281.7%
-309.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.4% | +0.5% |
| 7D | -8.0% | -0.6% | -7.4% | -8.0% |
| 30D | -2.4% | -5.8% | +3.4% | -2.2% |
| 3M | +0.5% | +10.0% | -9.5% | +0.2% |
| 6M | -10.5% | +14.7% | -25.1% | -10.9% |
| YTD | -17.5% | -1.7% | -15.8% | -17.5% |
| 1Y | -31.0% | -4.6% | -26.4% | -31.0% |
| 3Y | -40.6% | +46.7% | -87.3% | -41.8% |
| 5Y | -37.7% | +99.4% | -137.1% | -40.1% |
| 10Y | -43.4% | +345.6% | -389.0% | -49.5% |
| All | -28.1% | +281.7% | -309.8% | -37.5% |
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