-17.2%
AWK vs CRL
-37.4%
+20.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | 0.0% |
| 7D | +2.2% | -0.6% | +2.7% | +2.2% |
| 30D | +4.4% | +5.0% | -0.5% | +4.0% |
| 3M | +15.4% | +50.6% | -35.2% | +11.4% |
| 6M | +3.5% | +60.9% | -57.4% | -0.9% |
| YTD | +9.8% | +40.7% | -30.9% | +6.3% |
| 1Y | +3.0% | +73.3% | -70.3% | -2.8% |
| 3Y | +9.7% | +40.6% | -30.9% | +4.3% |
| 5Y | -17.2% | -37.0% | +19.8% | -7.0% |
| All | -17.2% | -37.4% | +20.3% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling