+136.1%
AWK vs CRL
+244.4%
-108.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | +0.6% | -4.6% | +5.2% | +1.3% |
| 30D | +4.3% | +0.5% | +3.8% | +4.2% |
| 3M | +12.5% | +46.6% | -34.1% | +5.9% |
| 6M | +3.3% | +57.3% | -54.0% | -4.6% |
| YTD | +9.8% | +39.5% | -29.8% | +3.0% |
| 1Y | +2.9% | +76.9% | -74.0% | -7.8% |
| 3Y | +9.6% | +39.4% | -29.7% | -1.1% |
| 5Y | -16.7% | -37.2% | +20.5% | -9.9% |
| 10Y | +136.1% | +253.4% | -117.3% | +63.6% |
| All | +136.1% | +244.4% | -108.4% | +63.6% |
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