+969.7%
AWK vs CRL
+405.8%
+563.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.1% |
| 7D | +1.7% | -1.0% | +2.8% | +1.9% |
| 30D | +5.6% | +10.7% | -5.1% | +3.8% |
| 3M | +15.9% | +55.3% | -39.4% | +7.5% |
| 6M | +4.6% | +60.7% | -56.1% | -4.3% |
| YTD | +10.1% | +44.6% | -34.6% | +2.1% |
| 1Y | +2.1% | +77.7% | -75.6% | -9.1% |
| 3Y | +9.8% | +37.6% | -27.8% | -1.3% |
| 5Y | -15.4% | -35.8% | +20.5% | -12.7% |
| 10Y | +129.4% | +241.7% | -112.3% | +62.2% |
| All | +969.7% | +405.8% | +563.9% | +532.0% |
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 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