+317.0%
FWONK vs CRL
+256.1%
+60.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -0.4% |
| 7D | +0.1% | -3.5% | +3.6% | +1.1% |
| 30D | -7.7% | -2.1% | -5.6% | -7.2% |
| 3M | +5.7% | +48.0% | -42.2% | -6.2% |
| 6M | +13.5% | +64.7% | -51.3% | -3.7% |
| YTD | -3.0% | +39.5% | -42.5% | -14.1% |
| 1Y | -6.4% | +74.2% | -80.6% | -23.6% |
| 3Y | +43.8% | +39.4% | +4.5% | +17.3% |
| 5Y | +98.6% | -36.9% | +135.5% | +122.0% |
| All | +317.0% | +256.1% | +60.9% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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