+16.8%
CVE vs FWONK
+331.6%
-314.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +2.3% |
| 7D | +4.6% | +2.7% | +1.9% | +3.5% |
| 30D | -12.0% | +17.7% | -29.7% | -18.1% |
| 3M | -3.8% | +5.6% | -9.4% | -6.7% |
| 6M | -2.7% | +20.7% | -23.4% | -11.4% |
| YTD | +73.6% | +11.1% | +62.5% | +62.0% |
| 1Y | +62.0% | +7.7% | +54.3% | +53.1% |
| 3Y | +72.7% | +61.3% | +11.4% | +32.6% |
| 5Y | +153.9% | +93.2% | +60.7% | +72.7% |
| 10Y | +147.6% | +286.7% | -139.1% | +26.6% |
| All | +16.8% | +331.6% | -314.8% | -47.7% |
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