+222.0%
FWONK vs CLBK
+65.5%
+156.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.1% | -1.5% | +1.5% | +0.5% |
| 30D | -7.7% | -1.0% | -6.7% | -7.5% |
| 3M | +5.7% | +22.9% | -17.2% | -1.3% |
| 6M | +13.5% | +44.2% | -30.7% | +0.5% |
| YTD | -3.0% | +64.0% | -66.9% | -18.1% |
| 1Y | -6.4% | +65.7% | -72.1% | -21.7% |
| 3Y | +43.8% | +54.1% | -10.2% | +19.0% |
| 5Y | +98.6% | +44.7% | +53.9% | +52.3% |
| All | +222.0% | +65.5% | +156.6% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling