+105.1%
CTVA vs FWONK
+97.7%
+7.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | +11.3% | -7.7% | +19.1% | +13.3% |
| 3M | +12.3% | +5.7% | +6.6% | +10.7% |
| 6M | +7.2% | +13.5% | -6.3% | +3.5% |
| YTD | +26.0% | -3.0% | +29.0% | +26.3% |
| 1Y | +16.0% | -6.4% | +22.4% | +17.3% |
| 3Y | +73.9% | +43.8% | +30.1% | +56.7% |
| All | +105.1% | +97.7% | +7.4% | +49.4% |
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