-0.8%
CRM vs FWONK
+97.7%
-98.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | +28.1% | -7.7% | +35.9% | +32.7% |
| 3M | +48.8% | +5.7% | +43.1% | +44.7% |
| 6M | +28.3% | +13.5% | +14.8% | +20.2% |
| YTD | -6.0% | -3.0% | -3.0% | -5.6% |
| 1Y | +1.4% | -6.4% | +7.8% | +3.3% |
| 3Y | +11.8% | +43.8% | -32.0% | -11.8% |
| All | -0.8% | +97.7% | -98.5% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling