+365.0%
CRH vs FWONK
+276.9%
+88.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.7% |
| 3M | -15.2% | +5.7% | -20.9% | -17.1% |
| 6M | -14.2% | +13.5% | -27.7% | -18.4% |
| YTD | -28.3% | -3.0% | -25.3% | -28.0% |
| 1Y | -21.8% | -6.4% | -15.4% | -20.8% |
| 3Y | +71.6% | +43.8% | +27.8% | +46.2% |
| 5Y | +96.6% | +98.6% | -2.0% | +47.7% |
| 10Y | +253.8% | +340.0% | -86.1% | +96.6% |
| All | +365.0% | +276.9% | +88.0% | +137.1% |
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