+106.6%
CSGP vs FWONK
+319.3%
-212.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.6% |
| 7D | +1.3% | +15.0% | -13.7% | -3.1% |
| 30D | +10.7% | +11.3% | -0.6% | +6.9% |
| 3M | +3.3% | +6.7% | -3.4% | +1.0% |
| 6M | -10.3% | +19.9% | -30.3% | -15.7% |
| YTD | -54.6% | +7.9% | -62.5% | -56.0% |
| 1Y | -54.6% | +3.0% | -57.7% | -55.5% |
| 3Y | -60.3% | +63.6% | -124.0% | -66.9% |
| 5Y | -63.3% | +88.3% | -151.6% | -71.1% |
| 10Y | +66.5% | +309.3% | -242.8% | -1.3% |
| All | +106.6% | +319.3% | -212.7% | +6.1% |
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