+5.0%
FWONK vs CAI
-17.6%
+22.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -21.6% | +29.3% | +8.1% |
| 7D | +15.0% | -28.0% | +43.0% | +16.0% |
| 30D | +11.5% | -5.2% | +16.7% | +10.6% |
| 3M | +10.9% | +58.2% | -47.3% | +6.1% |
| 6M | +21.9% | +37.4% | -15.5% | +16.9% |
| YTD | +8.1% | -3.5% | +11.7% | +0.3% |
| 1Y | +5.0% | -10.9% | +15.9% | -3.1% |
| All | +5.0% | -17.6% | +22.6% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling