+105.1%
CSGP vs FWONK
+329.6%
-224.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.2% |
| 7D | -3.2% | +14.0% | -17.2% | -7.1% |
| 30D | +2.2% | +15.8% | -13.6% | -2.5% |
| 3M | -3.7% | +6.0% | -9.7% | -5.6% |
| 6M | -7.4% | +15.3% | -22.8% | -11.9% |
| YTD | -54.9% | +10.6% | -65.5% | -56.7% |
| 1Y | -54.9% | +7.0% | -61.8% | -56.2% |
| 3Y | -61.9% | +60.6% | -122.5% | -68.0% |
| 5Y | -63.1% | +92.6% | -155.7% | -71.1% |
| 10Y | +65.1% | +300.7% | -235.6% | -1.7% |
| All | +105.1% | +329.6% | -224.5% | +4.5% |
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