+776.5%
CRS vs FWONK
+276.9%
+499.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | -16.1% | -7.7% | -8.4% | -12.9% |
| 3M | -21.2% | +5.7% | -26.9% | -24.0% |
| 6M | +8.7% | +13.5% | -4.8% | +0.9% |
| YTD | +41.0% | -3.0% | +43.9% | +41.1% |
| 1Y | +82.7% | -6.4% | +89.1% | +85.4% |
| 3Y | +604.8% | +43.8% | +561.0% | +462.4% |
| 5Y | +1,384.7% | +98.6% | +1,286.1% | +885.8% |
| 10Y | +1,362.3% | +340.0% | +1,022.3% | +588.4% |
| All | +776.5% | +276.9% | +499.6% | +292.5% |
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 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