+245.6%
CRH vs FWONK
+340.2%
-94.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -9.3% | -7.7% | -1.5% | -6.5% |
| 3M | -15.2% | +5.7% | -20.9% | -17.2% |
| 6M | -14.2% | +13.5% | -27.7% | -18.6% |
| YTD | -28.3% | -3.0% | -25.3% | -28.0% |
| 1Y | -21.8% | -6.4% | -15.4% | -20.7% |
| 3Y | +71.6% | +43.8% | +27.8% | +44.5% |
| 5Y | +96.6% | +98.6% | -2.0% | +44.4% |
| All | +245.6% | +340.2% | -94.6% | +101.6% |
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