+1,034.4%
AWK vs CRL
+519.5%
+515.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.4% |
| 7D | +1.2% | +4.4% | -3.2% | +0.3% |
| 30D | +15.8% | +17.1% | -1.3% | +12.4% |
| 3M | +11.0% | +32.1% | -21.1% | +5.5% |
| 6M | +21.0% | +98.9% | -77.9% | +7.0% |
| YTD | +16.7% | +77.1% | -60.4% | +4.2% |
| 1Y | +17.2% | +110.3% | -93.1% | +1.4% |
| 3Y | +29.2% | +108.5% | -79.3% | +6.8% |
| 5Y | -2.3% | -7.9% | +5.6% | -6.1% |
| 10Y | +150.5% | +368.9% | -218.4% | +67.3% |
| All | +1,034.4% | +519.5% | +515.0% | +545.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling