+75.5%
CVE vs FWONK
+43.1%
+32.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.6% |
| 7D | +0.2% | -2.1% | +2.2% | +0.4% |
| 30D | +17.5% | -7.7% | +25.2% | +18.3% |
| 3M | +16.2% | +9.3% | +6.9% | +14.8% |
| 6M | +47.8% | +13.3% | +34.4% | +44.3% |
| YTD | +98.5% | -3.6% | +102.1% | +100.3% |
| 1Y | +109.8% | -6.8% | +116.5% | +113.2% |
| 3Y | +75.5% | +43.9% | +31.6% | +65.9% |
| All | +75.5% | +43.1% | +32.3% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling