+16.9%
AWK vs CRL
+99.6%
-82.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.3% |
| 7D | +0.1% | +0.1% | 0.0% | +0.2% |
| 30D | +14.3% | +11.9% | +2.4% | +14.6% |
| 3M | +10.3% | +20.2% | -9.9% | +10.9% |
| 6M | +18.9% | +107.5% | -88.6% | +23.2% |
| YTD | +17.7% | +69.4% | -51.7% | +21.4% |
| 1Y | +16.9% | +99.7% | -82.9% | +19.0% |
| All | +16.9% | +99.6% | -82.7% | +19.0% |
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 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