+115.6%
CRBG vs FWONK
+56.9%
+58.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +2.6% | -7.7% | +10.4% | +5.7% |
| 3M | +24.0% | +5.7% | +18.3% | +21.0% |
| 6M | +50.5% | +13.5% | +37.1% | +42.3% |
| YTD | +17.1% | -3.0% | +20.1% | +17.8% |
| 1Y | +5.9% | -6.4% | +12.3% | +7.9% |
| 3Y | +122.7% | +43.8% | +78.9% | +89.3% |
| All | +115.6% | +56.9% | +58.7% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling