+306.6%
FWONK vs CRL
+415.7%
-109.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | -0.6% | -4.6% | +4.0% | +0.7% |
| 30D | -5.8% | +0.5% | -6.3% | -6.0% |
| 3M | +10.0% | +46.6% | -36.6% | -2.2% |
| 6M | +14.7% | +57.3% | -42.6% | -1.5% |
| YTD | -1.7% | +39.5% | -41.3% | -13.1% |
| 1Y | -4.6% | +76.9% | -81.5% | -22.6% |
| 3Y | +46.7% | +39.4% | +7.3% | +19.5% |
| 5Y | +99.4% | -37.2% | +136.6% | +118.4% |
| 10Y | +345.6% | +253.4% | +92.2% | +114.3% |
| All | +306.6% | +415.7% | -109.1% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling