+1.7%
AWK vs CRBG
+117.3%
-115.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -3.0% | -1.6% |
| 7D | -2.1% | +0.6% | -2.7% | -2.1% |
| 30D | +2.1% | +2.6% | -0.6% | +2.0% |
| 3M | +11.4% | +24.0% | -12.6% | +11.1% |
| 6M | +3.9% | +50.5% | -46.6% | +3.4% |
| YTD | +7.7% | +17.1% | -9.4% | +7.6% |
| 1Y | +1.3% | +5.9% | -4.6% | +1.5% |
| 3Y | +7.2% | +122.7% | -115.6% | -5.6% |
| All | +1.7% | +117.3% | -115.6% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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