+156.8%
AWK vs CRL
+353.6%
-196.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.1% |
| 7D | +2.7% | -1.7% | +4.4% | +2.8% |
| 30D | +16.7% | +14.6% | +2.1% | +13.9% |
| 3M | +11.7% | +24.8% | -13.1% | +7.5% |
| 6M | +21.9% | +94.7% | -72.8% | +9.1% |
| YTD | +17.6% | +73.4% | -55.7% | +6.3% |
| 1Y | +19.8% | +104.7% | -84.9% | +5.1% |
| 3Y | +31.0% | +101.1% | -70.1% | +9.6% |
| 5Y | -3.0% | -10.8% | +7.8% | -2.4% |
| 10Y | +156.8% | +358.8% | -202.0% | +79.0% |
| All | +156.8% | +353.6% | -196.8% | +79.0% |
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