+2.9%
AWK vs CRL
+66.2%
-63.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | -0.1% |
| 7D | +0.6% | -4.6% | +5.2% | +0.5% |
| 30D | +4.3% | +0.5% | +3.8% | +4.3% |
| 3M | +12.5% | +46.6% | -34.1% | +14.3% |
| 6M | +3.3% | +57.3% | -54.0% | +5.8% |
| YTD | +9.8% | +39.5% | -29.8% | +12.3% |
| 1Y | +2.9% | +76.9% | -74.0% | +6.9% |
| All | +2.9% | +66.2% | -63.3% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling