-64.8%
CSGP vs FWONK
+93.1%
-157.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.9% |
| 7D | -4.1% | -6.2% | +2.1% | -2.0% |
| 30D | +2.3% | -0.6% | +2.9% | +2.6% |
| 3M | -8.2% | +11.1% | -19.3% | -11.4% |
| 6M | -35.1% | +11.7% | -46.8% | -37.8% |
| YTD | -54.0% | -3.1% | -51.0% | -53.8% |
| 1Y | -65.3% | -4.2% | -61.1% | -65.1% |
| 3Y | -62.6% | +38.3% | -100.9% | -68.2% |
| All | -64.8% | +93.1% | -157.8% | -75.3% |
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 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