+109.0%
CSGP vs FWONK
+276.6%
-167.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.0% |
| 7D | -4.1% | -6.2% | +2.1% | -2.2% |
| 30D | +2.3% | -0.6% | +2.9% | +2.5% |
| 3M | -8.2% | +11.1% | -19.3% | -11.2% |
| 6M | -35.1% | +11.7% | -46.8% | -37.6% |
| YTD | -54.0% | -3.1% | -51.0% | -53.9% |
| 1Y | -65.3% | -4.2% | -61.1% | -65.2% |
| 3Y | -62.6% | +38.3% | -100.9% | -67.1% |
| 5Y | -64.8% | +92.2% | -157.0% | -72.3% |
| 10Y | +45.1% | +355.4% | -310.3% | -15.9% |
| All | +109.0% | +276.6% | -167.5% | +11.2% |
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