+32.6%
CTSH vs FWONK
+281.7%
-249.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.5% |
| 7D | -8.2% | -0.6% | -7.6% | -8.0% |
| 30D | +0.4% | -5.8% | +6.2% | +2.3% |
| 3M | +10.6% | +10.0% | +0.5% | +7.2% |
| 6M | -8.8% | +14.7% | -23.5% | -13.0% |
| YTD | -28.6% | -1.7% | -26.9% | -28.6% |
| 1Y | -15.9% | -4.6% | -11.3% | -15.2% |
| 3Y | -13.9% | +46.7% | -60.5% | -25.8% |
| 5Y | -17.1% | +99.4% | -116.5% | -36.5% |
| 10Y | +21.0% | +345.6% | -324.6% | -30.3% |
| All | +32.6% | +281.7% | -249.1% | -25.5% |
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